This is already known by Bungo. They just haven't put in a fix for it yet. There's a few possible reason, which I only know of 2 since I'm not a dev, you're getting locked out of loot because you've opened too many chests in a short amount of time (this is supposed to only be planetary chests but Cayde's gets effected by it atm). The other is that because Cayde's chests doesn't seem to have a bottom. If you stand too far away from it, the engrams can drop through the chest and fall into the void. For some reason, if this happens, these don't get sent to the postmaster. So try to stand right next to the chests when you open them. And try to space out when you grab your chests. I like to do them 1 a day, or if I know I'll be busy, I try to do 2-4 PE before going to another.