I got ED-E upgraded with the BoS, after he was done and back in Primm, he was no longer carrying the gear I had on him. Is there a way to get this stuff back, or is it a bug?

I have not poked around in the GECK on this, but if the upgraded ED-E is a new model in the game's inventory, that would explain what happened. Should still work though.

Anyway load up the save you have from just before you upgraded the thing, then empty the inventory before you do this.

Or, it could be the stuff is in a container at the BOS location. But, you would think the game would tell you that.

Upgraded ED-E is technically speaking a totally different ED-E (model), so that is why you're losing what he was carrying. If you can't load up a save to retrieve your things, try using the console to retrieve the old ED-E model.
http://fallout.wikia.com/wiki/Console
http://fallout.wikia.com/wiki/ED-E (look for ref id under "technical")

I don't have an old save before it, so I can't get the items the easy way. However the game should have an option for your items to be retained if you are going to be losing the items. A player shouldn't have to worry about losing items if you are going to be keeping the same companion, not dismissing them. Thanks for the help.