This happens consistently with KGP Agent and South Sea Pillager.
After FPR these cards are shown to be discarded (it glitches here; the cards are shown during the discard phase but the animation to destroy them isn't shown).
The cards will be present in the hand at the beginning of the next chapter and are placeable on the map, but when the map plays out they will be gone.
Also the card count at the beginning of the chapter will be one less then the number of cards in the hand (showing that the card isn't actually present in the hand).

Actually is seems to happen to whatever card appears first during the discard phase.

Also happens to cards milled by Mutineer