Hi!
I just tried to add an item into the Egg mechanic, and it just vanished!
That item was already improved once via the Egg, and so I had a message telling that it was impossible to improve it further and then the item disapeared from equipped/inventory/ground/stash (was equipped at that time). I tried disabling the filter also, nothing was on the ground. No change after killing the boss and reboot the game.
tldr:
DONT TRY TO DOUBLE EGG AN ITEM!