I purchased 4 maps, the second and last chests were empty, i looked inside both afterwards nothing there. Annoying to say the least
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The chests do have a chance to have the ability to be empty as the chests are akin to gambling (even Cayde admits this when he says 'not guaranteeing anything, no refunds'). That being said, if you collect chests/materials in the areas where you have the Cayde's chests; it will put you on collection cool down which also counts for your Cayde's chests.