Are uncollected engrams lost in the Haunted Forest?

When playing the Haunted Forest event, during the Festival of the Lost (Oct 16 to Nov 6) engrams will drop from enemies, however the transitions are quick between bosses and the next stage, due to the time pressure.

What happens to these engrams if I don't manage to collect them? I don't get anything in the Postmaster when I get back to the Tower. Are these engrams lost?

The limited time Haunted Forest is an activity just like everything else in Destiny 2. If any item, redeemable/planetary currency, or engram drops and is not collected it will be sent to the post-master to be retrieved later. Items not found at the post-master could be due to accidentally picking them up while in the activity when you think you missed it or perhaps mistaking a blue(rare) engram for an orb of light.