Steps:

• Place a gold furnace and inside put lava buckets and/or coal;
• Below place a hopper and below the hopper a chest;
• Break the furnace

The fuel is nowhere to see nor dropped on ground or inside hopper or chest.

MC 1.12.2
Forge 2691
MoreFurnaces 1.10.5
CXLibrary 1.6.1

None of the furnaces return any contents, fuel, ingredients, or results, when broken, even if they don't have a hopper below them.

Tested in survival mode with all furnaces (copper, iron, silver, gold, diamond, nether, and obsidian), each broken with a diamond pick.

Since @cubex2 seems to be away for a while (i've chatted with him on Twitter not long ago and he told me that) i recommend to switch temporaly to Iron Furnaces by @XenoMustache - this is more focused on be a Iron Chests equivalent for furnaces, but it did well its job.

There's still unconfirmed issues with this mod too, but nothing much frustrating than lost lava and buckets in a distraction.