It all worked fine when I initially charmed the helmet. I found the charm before my last save. The other charms I have show up in the charm list when I try to charm the helmet, just not the strength +2 charm. It just disappeared after I reloaded the saved game. But yes, the charm was in the inventory of the saved game. Now it isn't even in old saves - it's just gone.
1) - load up a game
2) - I'm in the dungeon - wonder what cool charms I have?
3) - I need strength - I will put this +2 strength charm on my helmet. Been lugging it around for awhile anyway.
4) - cool it went on! - wait.... did my strength actually go up? hmm, I better go back and retry that and make sure (turns out it did)
5) - reload saved game at dungeon and click on helmet to try charm again, while noting current strength - hey, where did it go? It's no longer in my list of charms, and not in my inventory?
6) - try to load game before dungeon to see if charm is in inventory - not there