I've been playing survival mode for a while, and have a vault of 90 dwellers. It got wiped from over 50 to 3 at one point, but we were able to rebuild.
Death While Exploring
If you send out a dweller without a pet, and they die, then you lose all your stuff. That's not a bug, it's how it works. Who would bring the stuff back?
If you send them with a pet, then the pet brings the stuff back. Always send explorers out with pets, even if the pet's buff doesn't help them explore.
Death While Returning
However, it sounds like you called your dweller back before they died. This should never happen. Dwellers don't take damage while returning, and therefore don't need to use stimpacks and can't die.
So, either you didn't successfully tell them to return, or some sort of bug occurred.
Once you recall a dweller, the exploration window should say something like "Returning to Vault Xh Xm". If it doesn't, they weren't recalled.
If it was a bug, it may have been related to your phone's internal clock. Did you change timezones or reset the clock or something?
Next Steps
Since you're playing on survival mode, there's no way to revive the dweller. You're going to lose dwellers occasionally, but nobody's irreplaceable. Nothing to panic about. Like I said at the outset, I once lost more than 90% of my vault in a few minutes, and we're back and stronger than ever.
It's more unfortunate that you seem to have lost the weapon. Send a pet with your explorer next time, and you should at least be able to avoid losing the items.
