That doesn't sound like the intended behaviour.
If you are playing on PC, please email firstname.lastname@example.org with that save (or a Dropbox or Google drive link, etc), and the next most recent save that can be loaded without the hat disappearing. If you are using any non-Larian mods, also include a list of those enabled and/or the modsettings.lsx file from your profile folder.
Each save is a folder in the '..\Documents\Larian Studios\Divinity Original Sin 2 Definitive Edition\PlayerProfiles\<ProfileName>\Savegames\Story' folder.
In Windows Explorer you can zip a file or folder by right clicking on it/them and selecting 'Send To | Compressed (zipped) Folder' (and similarly in OSX/Finder).
PS4 saves can be sent, as well, but they would need to be transferred to a USB flash drive first.
In the Saved Data in System Storage section of the Settings menu, click Copy to USB Storage Device, select the relevant save(s) and Copy. From there you can zip the files, then copy to email or upload somewhere and provide a link.