I have been able to log off twice as soon as the message appeared and my progress was saved. However I have logged off while the message was on my screen before and had it not save.. seems to either be hit/miss or you need to do it as quickly as you possibly can.

I had an idea.. maybe have your character's information and location save locally to your PC every so often.. maybe every 20-30 minutes? That way if you connect or maybe your power goes out, you won't have to start over.

The 2nd time I attempted to log during the countdown but it didn't work. I tried as soon as I saw it though, next time I'll wait till about 30 second mark and report back what happens.

Also, How can I tell if a server is white-listed?

The same thing happened to me when leaving a tree stand

I have experienced this to an extent.. I find that if you back away and approach from a different angle.. make sure you're looking up and press TAB they will show up in the vicinity. This happens with a lot more loot than objects on top of thing.. I have experienced the same issues with loot under tables and in the trunks of cars.