Greyhawk Stories. One of their current ongoing tales is about the famous Baklunish spellcaster Daoud, he of the magical lanthorn fame. Indeed, the story now on chapter 4 is titled Daoud's Wondrous Lanthorn. Daoud is an exiled pasha and this story tells of how he came to own the artifact and how it ultimately falls into the hands of the Witch Queen Iggwilv as seen in the AD&D module, in the Lost Caverns of Tsojcanth.
Here is an excellent run down of the chapters so far. I'm particularly proud of chapter 4, Alhazred and the Path of Shadows, where Daoud ventures to Ull and gets a royal welcome from the locals, then spends some time in the Khur Razjin, "Path of Shadows" as written in my various Ull scribings. Enjoy!