She got clipped with 800 to go when she abruptly moved out from behind Dibaba. The back of her shoe slipped off her heel and she tried to keep it on for a couple hundred meters then kicked it off.
She explains this clearly in post-race interview with Universal Sports. They actually show the key moments of replay. This should answer most of your questions:http://universalsports.com/video/2015-track-and-field-world-champs-simpson-loses-shoe/
I was impressed by how gracious and upbeat Jenny remained during what must have been severe disappointment. She is a great competitor. The fact that most people did not even notice her lose her shoe just demonstrates her guts in continuing to race. I would have loved to have seen what two-shoe Jenny could have done over those last two laps.
This is why she is one of my favorite athletes, gracious, thankful and a fierce competitor. Great example of all.