I STC'd a Terran and a Volcanic world, both with Artifacts on them. I had to re-colonize, but they both were still there after searching the planets all they way.
Could you clarify what you meant by "all the planets with relics on them to dust ie two scuttles. After doing so I noticed some relics stayed mine and some where lost."?
Did you have two artifact planets and scuttle them, or did you only scuttle two artifact planets out of x artifact planets?
Have a grand day!

I have never been able to keep an artifact as Vasari Loyalist....

When you lose an artifact it still shows up in your list but its dark/grayed out because you dont own it anymore.

im assuming this is just a glitch because it means if you scuttle all your planets you dont own the artifact anymore which is a bit unfair - Although it also means you could use the cannon to attack artifact planets behind enemy lines - strip them - strip them again and then they never get the artifact back