At the end of Changes, Harry ends up in the lake. At the end of Ghost Story, we find him underneath the island with Mab and Demonreach, naked I believe. When Harry entered the lake he should have had all of his stuff on him as far as I can remember. Throughout all of Cold Days he complains about not having his items. So, what happened to all of Harry's stuff after Changes?
As far as we know, they were lost when Demonreach and Mab saved him from the bottom of lake Michigan. That said, Jim Butcher has a way of bringing items back in a manner that will mess with Harry the most, so I wouldn't be surprised to see them again.
Another perhaps is that now that he has obtained his current position, he has outgrown those items. We already have seen him construct new and improved versions of most of his gear as his skills have grown and his new power level might need new items to be harnessed.