Question
Why is the bag empty after death at the location?
Answer
If your character dies at the location twice in a row, you won't be able to collect the belongings that remained in the bag.
The game rerecords the data about the Pockets and Satchel contents after each death.
If your character dies at the location, returns there to collect the items and dies again (with empty Pockets and before managing to collect items), the bag will also remain empty.
Tip
Naked and unarmed Exile is easy prey. It would be great to grab some weapons and put some armor on before you go to retrieve your bag with belongings.