So, I don't have a house in Skyrim yet, but i'm level 33 and have done quite a bit in the game.

I have been keeping all of my loot in the barrels right next to the smith at the entrance of Whiterun. After probably several hours of gameplay I went back to make a new weapon with the smithing stuff I had in the barrels only to find everything gone. All of my gems, smithing mats, dragon scales / bones, soul gems etc are all gone!

You should never store anything in a container you don't own. Because it might reset some time later and everything in it will be gone forever. Even in my own houses I only ever store stuff in chests just to be sure.

yeah you shouldnt use containers that arent yours. Especially barrels. Afraid its gone forever if you dont have a save you can load

It warns you!