New dyeing system caused this:
1)In both cases I applied metal 2 variant of dye on an armor
2) In both cases I selected option 'All' in the menu where I am supposed to choose specific parts I want to dye
3) In first case only cloak was permanently lost (It was not on the ground, neither it was in any inventory page. Relogging did not help to get it back.)
In second case armor and cloak were lost. The inventory itself had 3 absolutely free pages.
P.S.
I'd need a DM to help me to get items back asap.