When doing the Main Quest (The Path of the Incarnate - Third Trial) I have noticed something strange. Two green quest markers pointed to Kogoruhn while the third one (red) pointed to my hero. After getting the cup and Corprus Weepings only the last one left.
The problem is that I have looted Kogoruhn already. I think I have found the Shadow Shield - and I stored items that I did not want to sell (Daedric weapons and armor, unique items like Lord's Mail, Ebony Mail or Daedric Crescent, the most expensive scrolls and potions, precious gems like Diamonds...) in the greater of the Caius chests. It turned out this very chest has disappeared with Caius (the small one remained and it is still marked red) and, as I guess, the only way to get these items back is to use console.
I think some important items should be marked as the quest ones, so it would be possible to get rid of them only after they are no longer necessary (like e.g. Umbra or Chorrol Honorblade in Oblivion). And I am not sure if this chest should disappear (it was not marked as private so I thought I could use it as a safe container).