Arya seems to lose her weapon - or, at least, the shaft - at the moment she is overrun by wights in the closed spaces of the castle.
The following scene, in which Beric Dondarrion tells Sandor Clegane ('The Hound') they should keep fighting the undead, Beric points to Arya on one of the castle's roofs, as she is trying to escape her pursuers. Here Arya already has lost her special weapon. We don't see it return throughout the episode.
Leaving it behind obviously make sense, though, because the efficient use of her custom weapon requires range, and is not made for stealthy kills:
We don't see her wielding her new weapon after the siege of Winterfell because it would be inefficient in the castle's interior.
In the library, like in other close quarters, she doesn't have the necessary range to perform her preferred dance-like fighting style, wielding a light medium range weapon, the kind of weapon she is accustomed to fight with ever since Needle. Moreover, the length of the blade alone, as can be seen in the image above, would be too cumbersome for quick and silent kills.