If you’re holding an item when you open the skill tree, often after closing the skill tree, the item is just gone. Deleted. Forever. Sometimes, if there isn’t space in the stash when you try to place an item that’s currently on the cursor (you click over an existing item that doesn’t fit to replace the item on cursor), the item on the cursor is deleted. Forever. Gone.
Keys have this issue also, when I went to open a dungeon, I pressed f (as I often do) to open inventory and forge, and then shift right clicked the key, expecting it to go into the dungeon window, but instead, the key is just lost. This is 100% repeatable.