I lost the part of the Vorpal Sword. I reload my save when I was at shaugin temple. Yes, the sword is there, in my inventory but when I'm in underdark and gain acces to drow city I figured out that I lost it! Maybe I sold it to a merchant or drop to ground but nowhere I think I really lose it.

Is it a part of the game or a REALLY bug or it's my fault?

Hmm.... it's possible one of the drow used cloak of fear on you and you dropped it from your active weapon slot... otherwise it's a game bug (I lost nalia's ring once), if that is the case use shadow keeper to get it back... it's hardly cheating when you shouldn't have lost it in the first place.