So just did a mission after getting Prophecy and i got the no loot bug again, ended up with exactly the same items as i had before. This was during co-op and having autoloot turned on if thats of any interest. Happened on the 2 last missions of the campaign for Martyr, kinda sad when the drops of the last boss were worthwhile relics.
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So did a relog and i got them all back, still strange that they didn't show up in my inventory and might be something to look into.