By reading the wiki of unique weapons I learned that I am supposed to get a special dagger called "Keening" for completing "Arniel's Endeavor." However, I completed this quest days ago and do not possess this weapon. Since at the end of the quest Arniel implies that he has to wait for something else before he completes his research is there a certain time I have to wait to obtain the dagger from him? I pick-pocketed him as well and it was not there. Is there a certain place to find it?
You get the dagger on the last part of quest Arniel's Endeavor but you have to deliver it to Arniel Gane at the end of a quest. He should immediately use the dagger for some magic and he will "explode," dropping the dagger on the floor.
If he doesn't, there are some known bugs with the scene:
Keening may disappear right after you complete the quest, making it unavailable to the player.
There is a rare bug where after completing the quest and Arniel disappears, none of the quest reward items are left behind. (This could be because the player stood too far away from his experiment. He advises you to step back, but ignore him and stand beside the crystal. This seems to work for some.)
Keening may fall through the floor after Arniel vanishes.
- Xbox confirmed
- PS3 confirmed: I stood in right rear corner of room – the dagger was on left side of the bed in the room below. I heard it hit the ground from just in front of the crystal.
On the PS3, I've noticed Keening drops, but if you mistakenly run over it, it suddenly disappears. You have to be observant and note where it is on the ground before you run around the room. A couple times I heard it clink when I kicked it and it was gone, and another time I stepped on it and it just disappeared. Look before you leap.
The real answer to your question is that you're confused about the ending of the quest. It says it ended there, but what everyone is referring to is the final part which you have to wait 3-4 days for before talking to Arniel again, then he'll give you this final part. Previously you could ask right away for the next part of the quest, but the final part is unmentioned, unexplained and if you don't talk to Arniel in 2 or 3 game days you wont know about it. I had the same thing happen. It ended & I got nothing. Then I realized it hadn't really ended despite the quest saying complete. It will start again when you talk after 3-4 days.
Check the room directly beneath you. I couldn't find it anywhere even though I heard it fall to the ground when he disappeared. I saw someone had mentioned that it sometimes falls through the floor into the room under you and, sure enough, went down the stairs and there it was laying directly in the center of the bed.