Just a warning, I hope this is in the right spot.
If you have a hair comb or any hair jewelry on (such as the Dunshade ribbon, like I had) do NOT wear it into the Steelclaw Clan arena where all of your items are placed in a sack and then handed back to you when you leave. For some bizarre reason, this makes your hair ribbon (or whatever other piece I'm guessing) completely disappear! Trust me, when it's a quest item, that is NOT a good feeling.
Luckily, one of my personal favorite GM's (even moreso now) was on when I reported/assisted and was able to somehow retrieve my ribbon back for me, but I don't know if this is something that anyone is able to do. Consider yourself warned.
Also, as requested by the GM, this has been BUGged in game.
Thanks!
- Terra