The Iron Quill is obtained for completing the quest in the first mission of the Haven campaign - "Something's Brewing." To prevent it from disappearing, you need to use it in at least one battle.
In general, it seems that simply picking it up (placing it in the hero's right hand) is enough. I received "Alliance of Angels." I fought a couple of battles without touching it, then decided to equip it (the alliance) to a secondary hero, and immediately received the achievement "Weapon Expert II." The problem, as I understand it, is that when the dynasty weapon is obtained on the mission map, the information doesn't get sent to the Conflux; it only gets sent when you use it.