Just finished a reread of Small Favor and I noticed this question of who took the Coin is still not answered. I have laid out my ideas on six options for the fate of this Fallen One.
For Option 1, I don't see Marcone as stupid enough to risk using the Coin, or giving it to someone to try and control. He would keep it in his vaults, maybe one of the ones Harry walked by during the break-in. He knows the Church is corrupt, and so is trusting his own facilities to hold the Coin.
For Option 2, Vadderung doesn't need the Coin, but will secure it like any dangerous weapon. He could also use his Kringle mask to give the Coin some well deserved "coal" for being a bad boy all these millennia.
For Option 3, while tragic, it would just fit Harry's luck that some poor schmuck finds the coin without knowing the danger it possesses, and Harry has to deal with the victim. Pray it isn't found on someone's birthday.
For Option 4, I don't think Luccio ever was asked about the matter, but the White Council could have the means to secure the Coin from others.
For Option 5, similar to 4, but Peabody could have taken it from her and past it onto others so he could be reconstituted in a new host to work more with the Black Council.
For Option 6, while Mab doesn't typically go after such beings, this Fallen was instrumental in attacking her home. She went after Nicodemus for just breaking his word to her and damaging her name with the Accords. She would feel fully justified in making this Fallen One suffer as best she could, or maybe lock it away deep in her castle.
So, where is the Coin?