I'm pretty sure I remember seeing a quest in my journal that says something about "Steel Greatsword of Sapping". Come to think of it I don't remember seeing it in my journal, but only on my map.
I think it was from Skald only the quest didn't register or something.
I think he said something about getting the sword that belonged to his town or something....or whoever gave me the quest said it.
The "job for the Jarl" you get from Skald is to kill a giant. Bounties given in Dawnstar would be to kill something that is a danger to the hold, not likely that you'd get a fetch quest as a bounty as already noted. If you've got an objective telling you to collect a bounty from someone you just go and collect it, there's usually not a special item involved that you have to find and return.
Are you sure you're not thinking of the quest you get from the Jarl of Winterhold? His special "job" is to retrieve the Helm of Winterhold from some random location. It's an artifact once worn by the Jarls of the hold but long considered lost. As far as I know Skald does not send you on any fetch quests, but the Jarl of Winterhold does as the first thing you do for him.