[FWB]

Hmmm, I've had adjusters come loose before.......detonation will do this sometimes, or simply they just come loose, it looks like it split then fell off the rocker, .......overtightened? maybe ......maybe not......
in any event the nut did get mushed by something, the rocker, a spring,
down in the lifter valley somewhere. if the machine shop doesn't find a place of impact you should go on a fact finding disassembly. pull the intake first...
inspect every valve train component....
i can empathize with your frustration, i'm in " lost a roller lifter" sadness myself........