There is a mod for that. Yeah, I have also a chest at all the dungeons,and everything not necessary is left there. It still can happen: you lose the important resource you were searching for -- or your stack of food -- and your sword...
Edit: Eggxactly! I was in the Skull Cavern, and the game glitched: instead of a weapon I suddenly was waving with a stack of copper. Woke up at Harveys. Among lost items: Dwarf hammer enhanced bug killer and dwarf sword enhanced crusader. Of course after playing with timestop and having tinkered a zillion little things (arranging gifts, building, etc. etc.... after the savepoint. Aaaaarghhhhhhh!