This seems to happen because right now bomb bandoliers have a bug that makes them act as canteens. You can see this by previewing the bandolier at any vendor. You can see by previewing that the game not only thinks that the bandolier looks like a canteen but it actually IS a canteen. I will explain what I mean below.

When previewing items at the vendor, if you click the item in your inventory, it equips it for preview. By clicking the item in your inventory AGAIN it unequips the item in preview. If you go to the vendor with a canteen and a bandolier of the same color (for example toasty) you can see what I mean about the game thinking the bandolier is actually a canteen:

First, equip a canteen in preview by clicking on the item in your inventory.
Next, click the bandolier in your inventory (of the same color) as if you wanted to preview that item instead. Normally if you preview something that uses the same slot it will simply replace it in the preview. BUT if the canteen and bandolier are the same color you will see that clicking the bandolier in your inventory will UNEQUIP the canteen in preview (without replacing it with a bandolier).

What I assumed happened to you was that you equipped your bandolier and the game thought it was simply another canteen and replaced your toasty canteen with another toasty canteen. I haven't asked anybody else what has happened if they equipped a bandolier but I'm assuming by what you've said and what I've seen in previewing that if anybody equipped a bandolier in an empty slot that it would say they equipped a canteen.

I really hope this bug gets fixed soon because I would really like to see some bomb bandoliers around Haven (and I'm sure many are eager to have a bomb bandolier of their own).