Please offer some advice.

I'm playing "Heroes" for the first time, and I decided to start with the 4th installment. After completing the first mission (human, Lysander), the next mission had Lysander and two of my best-leveled heroes transferred over, as stated in the scenario... but all the artifacts were gone! Well, I thought, maybe that's just how it is in "Heroes" games. After the second mission, my frustration reached its peak, so I'm writing to you. And my considerable experience (I've played a lot of RPGs...) suggests that the developers couldn't possibly create such a diverse set of items for a single mission. It seems like there might be sets involved. So, I'm counting on you to tell me how to deal with this problem, otherwise I've stopped playing the game... Thank you in advance