Any container will do, but if you store it in his shop he may consider it stealing. Cromwell's got this nifty barrel just outside his house though...
The Ankheg shells are not for a special item, but I think you can make something out of them (at least in BG1, where you could make Ankheg armour)
You don't need the mage to get the string
The human flesh is only useful when you're an evil character, or have an evil character in your group at the least (which you don't)
The jewel and the shaft you should keep (possibly in the aforementionend barrel)
No spoiling as far as I can see
