I finished Oreha’s Well Dungeon Hard mode for the first time doing the story.
I ran it with 3 other players, but at the end, all of us didn’t get a chest. It just wasn’t there.
Because of that I missed out 10k honor shards, delayed my character progression for a couple days:(
Character: Trynndamere (Berserker)
NA server: Una
I just had that problem the first time today 
(on normal mode first T3 Abyss - dungeon)
Character: Zeccoria
Server: Slen (EU)
Same thing just happened to me.
Server: Antares
Character: Darkrremus
I cleared Aira’s Oculus[Normal] mode first time but i didn’t get chest for first time clear. This is frustrating. I sent to ticket amazon games and waiting for a solution.
I might as well jump in the bandwagon.
Server: NAE Avesta
Character: Manipoki
Dungeon: First Punika Story Dungeon (The Hot Springs) Normal
In the first story dungeon of Punika (Hot Springs where Seto appears), it seems like killing Seto on Phase 2 (where he spins his leg and teleports you) before he spins his leg again, to get back to Hot Spring where Nagi is at, will drop all of the loot including First Clear Chest in the mayhem realm and leave you with nothing.
I ended up being impatient with the guy and killed him when he was stuck at 1 hp for a while.
Not a big deal, but 300 G stone crystal and 150 D stone crystal will be a nice addon for anyone.
Well that happens to me already 2 or 3 times, because he dies in the (LSD-world) 2 Phase.
Sad but true.
lmfao