It seems that my inventory is bugged. Sometimes when I'm playing, the bags doesn't collect anything. Even if I pick it up myself.
I have auto collect on and the filter is set on any but it still doesn't collect anything. Usually a restart helps but it's really odd.
From what I can tell, the items should be going to the Scavenger with no notification that they are. Of course, they shouldn't be, and when they do there should be a notification, so there is a bug here that I have documented. As for the items that you are picking up, check the scavenger.