If I recall correctly, the last we saw of the weapon was Chris throwing it at Lilith and her dodging it. When there was no mention of where it landed, I assumed that it was setting up a subsequent story of someone finding it and causing mayhem. Mr. Conroe has mentioned possibly doing more short stories, maybe this will turn up in the next Compendium?
I just finished Demon Devine a second time and it never said where it landed or whether Chris went to find it off screen, as it were. It’s something that can be handled quickly with a blurb in another book or dedicate a short story to it, either way I’d be fine it.