In 20w17a, it appears that hoppers connected to furnaces do not automatically collect its smelted contents, and as such do not deposit them into chests.

Steps to replicate:

-Place down a single/double chest

-Place a hopper that goes into the side of that chest (or the back, but my setup uses the side)

-Place a furnace on top of that hopper

-Add an ingredient and fuel to the furnace (example: cobblestone and coal), and the resulting Stone is not collected by the hopper