Ok, I got the Sword and placed it into the statue. I keep following Lord Kingston thru the shadow gates and looking for the glyph in the room when I return, until he leads me out to one of the floating islands in space. Still no glyph. I did save the game between entering shadow gates.
Once he leads you back into the "void", be very careful when you return from it. When you emerge back in the main chamber, you will be on top of the central platform. Don't jump off until you've surveyed your surroundings =).