Runewords only work in normal socketed items. Normal items are white (grey with sockets). You tried to make it in a Magical (blue) item that had sockets.
Can white/grey wands have +skills on them? The advice I've found online says to keep resetting Drognan (running out of town then back in), but all I see him with are blue wands (Act 2, Nightmare). I guess I'm doing this wrong?