At the entrance of Sinner’s Refuge, I killed two of the exiles and was killed by the archer hiding in the bushes on the left side of the entrance.
I was near the bushes and fell off of the small ledge on the left side of the entrance when I died. The tombstone marker showed where I died, but there was no corpse to be found to retrieve my items.
This is probably relevant to the discussion, since missing character corpse is a problem on live too (most stubborn bug ever considering the number of different causes that have been fixed over the various versions of the game).