Ok, I have a save next to Unnis at the Hidden Alcove, then the next save (10 mins later) is in the fort which I entered by climbing into from the right side of it - straight to the guys playing cards. (not via the main entrance).
I then made my way down from the gamblers to the lady who is missing her daughter and have a save here.
This 2nd save doesn't have my gear. So it either fell off my char in those 10 mins, or the save removed my gear.