On the first level, I had not even found a shop yet, and a stream of maniac dread collectors started materializing and killed me. Nothing was stolen as far as I can tell. Kinda funny in a way, though it might not have been as funny had I been playing for more than 2 minutes...
Maybe a trap near Brax that would have gotten triggered by a monster? I had no AoE that I could have used.
Not many traps produce AoEs for exactly that reason -- especially not on level 1. Did you have any mods active?
No mods. Is there a way to see the message log? Maybe not for that particular game since I've played a few hours since, but let's say something weird like that happens, what resources do I have to figure out what might have happened?
When in doubt, blame Bergstrom. It could be that a gargoyle arrow trap spawned behind Brax somewhere.