The actual nature of the Grail is even mixed up, by most accounts it was the drinking vessel used at the Last Supper, but a parallel tradition has it being a vessel used to catch some of the blood of Christ on the Cross.
The word Grail is thought to derive from the Old French graal, via the Latin gradale, and ultimately from the Greek word krater, which was a two handed drinking vessel. A totally different and later explanation is that it is a contraction of Sang Real, or "royal blood". Minstrels performing the Grail/Arthurian cycle at court probably liked to play up this angle of things for their royal patrons.
In any event, somewhere way back there existed, one presumes, an actual vessel used at the Last Supper. Having excavated no small number of Roman era pottery vessels reduced to scattered shards, it is difficult to be too, er, sanguine, about the prospects of it surviving; but of course it might have been a more upscale container of some sort.
Many years ago, back in high school I actually did a report on surviving containers felt to possibly be The Holy Grail. I was very enamoured with one specimen, the 'Antioch Chalice.'
The discovery story is so "Indiana Jones" with well diggers finding a silver treasure trove at the site of an early Christian Church. Here is an abstract written soon after its early 20th century discovery:Antioch Chalice Discovery
And what a great image;
Alas, alas. As you can see in a page from the Metropolitan Museum of Art who own this object, more recent scholarship has said-no way.
In part it is the scale that fools you. It is a lot bigger than it looks. Also it is felt to be sixth century instead of first century. In fact, it is now considered to not even be a drinking vessel, more likely a "standing lamp".
Sigh. Not an object of holy veneration and eldrich power. Just a bit of home furnishings from some Byzantine era equivalent of Ikea.
The Pythons would find this funny.