Bag => in the level where you had to fight 3 gargyoles and get the rune key, before you were teleported to the imp level and could unlock the door that "no normal key opens".

If you don't mind trudging back => take all the stairways to the imp level (poisonous tooth) - run through both maze levels and descend into the pit level (chained skeletons) - rush through the pentagram room and ascend to the last tiny one, where the pyramid was on an altar. => Bag.

Another thing => in 1.4 the bag is in your weapon inventory => did you check? And in 1.41... no clue, was addressed as fixed. Haven't installed it myself.