It's been a while since I studied these things, but I'll do my best. As others have said, energy is always conserved, so when we talk about energy loss we really mean "how much energy went places where we didn't intend."

The biggest one in the case of an open fire is going to be "waste heat." If you're heating a pot of water over the fire, the smoke and hot air that has already passed your water is still very hot, much hotter than the water itself. Because that air is still hot, it's carrying energy that could have gone into your food but it escaped into the surrounding room instead. With perfect energy transfer, the hot air would lose its heat to the water, and it would be the same temperature as the water by it time floats away into the room.

The next biggest source would be "incomplete combustion." An ideal fire would burn all of your fuel and food sample until it's nothing but CO2 and water. You probably saw some smoke rising off of the flame. Smoke is visible because it's little flakes and molecules of unburnt stuff, which was carried away from the fire before it could burn. That stuff had energy which didn't get released in the burning process, instead the energy was carried into the surroundings.

Another issue is moisture in your fuel (or the food you're burning). Props to /u/robot_egg for bringing this idea up. They did a great job explaining, so I'll just point out that it's usually very complicated to know how much water is in your fuel or food sample. When that water is boiled out by the fire it turns to a gas, which absorbs an amount of energy known as the "heat of vaporization." The only way to get that energy back is to condense the water vapor back to a liquid. Since that's not going to happen in your open fire situation this energy can be considered lost because the water vapor escaped. Your dried nuts and beans probably have very little water. A quick google suggests marshmallows are something like 20% water, so that's a significant issue there unless you dried the marshmallows first.

A really minor part of your losses would have been "radiant energy." The fire gives off light and light is a form of energy. To return to the idea of heating a pot of water, this light from the fire is going places other than the pot of water so again its being 'lost' because it isn't doing the job you care about. The amount of light is very small compared to the heat of the flame, so this is going to be a insignificant amount of lost energy, but I'm including it to be as thorough as possible.