If a Shade picks up a resource and brings it back to their base, you will lose it permanently. Once a Shade picks up a resource from your base you will not be able to get it back for the entire duration of the game, and other Shades can pick up the resource to try and bring it back to their base.
Having all your resources remaining on the field will not cause the game to end – the game only ends when the Shades steal all your resources or you clear all waves!