My friends and I were goblin farming/cosmetics farming in a party of 3. We encountered a few pet goblins on our runs but each time the drops were not for all members of the party (eg. only 2 pets drop, or 3 pets drop but 2 go to one player).
Similarly, we found the mysterious chest but it only dropped two falcon wings, so one player did not get it. Same for Ravi Lilywhite, only dropped two Liv Moore pets.
This is a bit frustrating for the third person who misses out on these drops. I have read forums and this is not a problem on PC and seems to only be for console.