After a little research...
There were 3 Bags of Holding originally found in the Nightmare's crypt.
Darghon kept one, Vinoh another.
Thantos referred to either Gell or Attrah taking one,
But Attrah held off not wanting any treasure, and referred to Gell.
Gell never said that he took one, since he wasn’t talking that much at the time.
So I’m going to assume that Thantos never gave it to anyone, and just tucked it aside empty
And kept it on his person for future purposes.
Aren’t I nice?