For what it's worth, I have noticed the same issue and just assumed it was one of the rules of the game; that you must continue to play until you get the third hat or forfeit your progress. QueenRaffie, I'm not sure how you would even capture a screen shot of this issue.
@NoneTheWiser I would suggest get a screenshot when you get the 2nd or 3rd hat, then when you log back in if you have been moved to the first, screenshot that too and add it