I've noticed some items didn't show up as collected even after looting them, namely at least Master thief's gloves. I think I got another Master thief's piece as well which didn't record but I'm not sure about that.

Did you try doing a Shift+Click on the header? That will force a refresh as sometimes the response from Blizzard is slow and doesn't register the event properly.

Ah that actually fixed it, thanks!