In my current playthrough, Shadowheart died when she got knocked off a cliff in the Underdark, so I could not resurrect her immediately. I noticed her Mysterious Artifact on the ground, picked it up and examined it, before returning to camp and asking Withers to resurrect Shadowheart.
When I talked to her, there was no dialogue choice to mention that my character has the artifact and that it seems to be bound to her now, and Shadowheart doesn't mention it either.
There is specific dialogue for when the artifact is in the player's possession, so I think it's a bug if you don't have it. I've had a similar situation (SH thrown off a cliff in Underdark, box moved to my character's inventory) and my character could chat with SH about it.
In general I've had several bugs with dialogue triggers, and I wonder whether it is because Larian is witholding some act 1 content from EA, so likely some dialogues are lacking content. For example I suspect Lae'zel and Shadowheart will fight over the artifact.
