You don't happen to know the game number, I suppose? Because when I tried to replicate this, it worked as it should.
First, Lucky Coin is a card with cost $4, not $1, so maybe you are misremembering the card (but since one never buys it, I wouldn't have known the cost without looking it up).
In game #17086985 I included Donate, Treasury, Swindler, Fool and other cards not costing $4. That allowed me to keep a constant hand of 5 Treasuries and the Lucky Coin as the only card in the deck. In turn 11 Lord Rat's Swindler hit, it trashed the Lucky Coin, but the game continued without a problem, even though no card was gained.
In addition, I guess in the myriad of games played a Swindler from Lord Rat would have hit a non cost-reduced Shelter previously, which would result in the same problem as normally there are no cards costing 1 in the supply (Poor House being the exception).
So I guess that something else was involved in your situation, but without the game number it's hard to guess what it might have been.