I talked to Lanilor, I assume he gave it to me. I cannot find it in my inventory and it's nowhere on the ground where Lanilor was (Checked with ALT). I have the quest. I have taken everything out of my inventory just in case it was hidden under something. Nothing. I simply cannot find the damn thing. It was just given to me so there's no way I accidentally did something with it.

So you freed Lanilor, then entered the catacombs, and he approached, giving you the teleporter?

If you open the skill selection menu on the skillbar, are there now icons on the right column (with the special move), where you can drop, use or drop and use the teleporter pyramid?

It should be in the miscellaneous section of the inventory after Lanilor gives it to you.

Could your character have been over-encumbered? (particularly if you had been looting by placing items directly into an open container in your character's inventory) If your character could still move after speaking to Lanilor, this would not have been the issue.