While not necessarily a bug and I could be missing something here. But if you start Sheba’s sword quest after saying to Pickman that you don’t want his piece of the blade, then there is (to my knowledge) no way to complete that quest, because you can’t get his piece anymore.
You don’t have the option to ask him to sell it to you (and Henry would know Pickman has the piece because he told him earlier), you can’t steal it from Pickman because he doesn’t have it in his inventory and I can’t find the piece anywhere in the area hidden.
So if someone has the solution, please tell me.