I'm guessing my mistake was that I said after 2 hours ingame "Oh that's nice, we didn't get any bug."
So here we are, doing our Veil quest peacefully, when we suddenly couldn't find any loot on our ship. We had about 20-30 items up on the ship, all gone. So were our 2 storage crates. We decided to complete the quest anyway, we got all the Athena loot, and 5mn later, all gone again.
What a night.