Did you export the characters from your IWD game into a new HoW one? You probably lost the scroll because it was in a scroll case. The game doesn't export any 'carrying' items; scroll cases, gem bags or potion container things, so thereforeyou lose everything in them... Annoying, no?
I think NobleNick's right when he says use Dalekeeper; it's very easy to use, and it wouldn't be considered cheating in this case because you unfairly had the scroll taken away from you...
For memory, the Vexed armour is good... I think it has very high cold resistance... I'm not sure...
Hope this helped,
Moiraine Sedai
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~The wheel weaves as the wheel wills~
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