Does anyone know if you get a mount, mount armor, or trophy that you do not pick up, does it get dropped in your stash? I blast through areas and have sneaky suspicion that I have missed out on some.
They get sent to you for sure. I’ve had it happen a bunch of times
I have had missed cosmetics mailed to me.(edit - er… words are hard)
Though the fact they drop as mostly translucent(think ethereal in D2) icons is kind of weird.
Easy to miss them.
They should’ve been coded with a tad more …flair for them to be more noticeable. 
I also don’t trust the mail system that much.
D/C - items that were on screen not mailed.
Manually exiting - items not mailed.
Reset Dungeon - items not mailed.
Best bet: Keep your eyes open.