Someone told me he always goes into the desert to drop stuff, never lost anything there.
But yeah I can feel ya, sucks, i also lost a relic in sanctuary in my room like this.
They really should show up in the lost loot machine.
Hate to tell ya, I’ve had it do that there as well. I thought doing things On World would help. Just make sure you drop things on Platforms with a Walk underneath, and if the item falls through it will have another chance to not underneath that
I’m a siren and my legendary just disappeared when I dropped it under where the shields and grenades are displayed. 
Yeah that’s why you Always need to upload or backup usb or Both after exiting a gaming session… Also, only drop items in areas that have a open space underneath to get the items if they fall through the floor
Just happened in front of Marcus’ shop. I could see a ‘tiny’ legendary star on the radar/mini-map WAAAY below me somewhere under Sanctuary. Sooo much work just…gone😢
Just happened to me while trying to drop a legendary beastmaster skin for my brother. Right in the hall to the left of Marcus… I am new to the series but that was pretty annoying. I guess I’ll have to trade from now on
Drop it on the table near the LLM if there are multiple items. Trade is safe. Or just send it through the in-game email system - that way, you can send stuff even when your brother is not around (and vice versa).