Lucky cap works fine for me under 1.41 (I originally started my game in 1.4), BUT the name did change to "Skull Reward".
I can confirm this. So the pattern is: If the game was started in a version prior to 1.40 the luck helm is screwed when upgrading to 1.41, if the game was started from scratch at 1.40 the helm is just renamed. (Or maybe the version of the game when the helm was received is what matters. Anyhow.)