I wasn't able to reproduce this bug where you removed the third hero and lost it's items, they should go to the inventory, please check if you had any filters enabled at the bottom, just left of the inventory :)
Thanks for all the feedback, it really means a lot, I will try to implement fixes for disconnected dungeons asap, I will also try to balance monsters/dungeons vs heroes, it can be quite rough, I also implemented a rudimentary stat screen for heroes