I had 5 Grim Favours, opened a mystery chest in Helltide and now I have 0 Grim Favours.
I can’t prove that this is connected, but having 5 Grim Favours all the time and suddenly lost all of them is quite… annoying!
I encountered this bug more than once, quite regularly to be honest, but never thought about it.
But now it’s getting really annoying when having not as much time to fill it up each time and then losing progress.
Edit:
Solved the Problem:
Grim Favours are granted PER World Tier!
So switching from 3 to 4 or back sets the Favours accordingly.