Sindin,
I just bought the holy sheath and all the location unlocks. It's a wonderful item, but I think there's an issue with the PRAY feature at T4. When I used this on my high steel shortsword, it was unable to be put back into the scabbard. As soon as the pray effect wore off, it could fit in again. This is similar to when I try to put a loaded crossbow in a Fancy Sheath.
Think you could take a look?