That is why I have two progressive loaders under the bench, I dont use them any more for the problems they can cause.
When I used the progressive presses I still deprimed the cases and cleaned the primer pockets and ran them through the tumbler before reloading them.
As far as the pin is concerned the odds are that It would stay in the case when the round was fired, but there is always a chance it might follow. You did the right thing dumping the loads and redoing them.
When the pin broke or just came out of the depriming stem it would have been in the round that still had the spent primer in it.
Kurt