When you start unturned, it starts to load assets from not only its files, but also from the steam workshop files that get loaded into the game, how ever sometimes for what ever reason Unturned does not load the workshop files whilst the game is loading, while the developers have yet to fix this bug. here is how to avoid losing all of your items. Just pay attention to the asset loading bar, Unturned loads 5000 assets from its own files, so if you see it at 5000 assets loaded, just restart the game until it loads with more assets.
Hope this helps!