Saving in multiplayer

I know this has been asked but I still don't understand. How can you know if stuff has been saved? I went through and cleared Fort Mercer by myself, dying a few times and taking a while. When done I got Lemat revolver. I quit out and came back and it was gone. I also picked up double action revolver along the way which was also gone. I went in and out of outfitter after clearing it and everything was still there, but it didn't stay after I quit. I'm confused. Can anyone clear this up?