Joseph took the artefacts on board one of his ships, as he was a Phoenecian merchant, descended from the Atlanteans who settled in the area. Joseph sailed to the coast of Britain which had been known to the Phonecians for many years, and settled at Glastonbury where others of his blood lived. Joseph and his followers built a Church there and lived there for many years. During the Persecutions of the Christian Church the descendants of Joseph left and travelled north where they settled in the marshes of Cheshire. A Grail Castle was built to house the artefacts and the descendants of Joseph were tasked to guard it. Over the years, the magic of the Artefacts affected the Castle and surrounding lands, making them mysterious and magical. Thus the Grail Castle disappeared from view and became part of the Otherworld of myth.
Joseph also brought another secret with him, the infant daughter of Christ and Mary Magdalene. (In my campaign, these were married at the Wedding at Cana and produced a daughter before Christ was crucified - this is another of the embellishments made to make the campaign more interesting, but is based both on the ideas in the Holy Blood, Holy Grail book and on various ideas that seem to make sense to me and certainly hang together well enough for a fantasy campaign.) This daughter grew up and married Joseph and their children became the Grail Guardians.
The Grail Sisters were descended through the female line and could trace their descent back to Mary. They were the ones who guarded the Grail itself as they were permitted to touch it while Virgin.
The Grail Kings were taken from the sons of the Grail Sisters. They were often powerful warriors and magicians and could even wield the Spear or the Sword in desperate times, although doing so caused more problems than they solved - remember the Dolorous Stroke, castrating your king is not a good thing when he represents the Fertility of the Land.
The Grail Knights were also sons of the Grail Sisters. They were the warriors who guarded the Grail. Like the Grail Kings, they could wield the Spear and Sword but were loathe to do so.
The Grail Family is important because only they may enter the Grail Castle and only they may see the Grail and the other artefacts. Thus, only those Knight seeking the Grail who were part of the Grail Family had a chance of finding it. Talk about a Doomed Quest.
Any wound dealt by the Spear is incurable by any magic at all. The Spear may only be wielded by those of the Grail Family, anyone else will drop dead when trying to pick it up. It can harm Otherworld creatures who will naturally avoid the wielder.
The Sword has a permanent Truesword spell and had Bladesharp equal to the POW of the wielder. It can harm Otherworld creatures who will naturally avoid the wielder. It may be used by people not of the Grail Family.
The Plate may be used for Divinations and scrying, allowing the holder to see where anyone they want to see is. The ritual needed is complicated and needs some blood, hair or flesh of the person to be seen, but the ritual always succeeds. Any food served on this plate will never be poisonous.
Anyone holding the nail is incapable of lying and must tell the truth. The Grail Guardians sometimes use this to test visitors.
The Grail Guardians do not know where the other 3 nails are but do know the story of the fifth nail. (A gypsy was asked by the Jews in the Temple to forge five nails for a crucifixion, one for each wrist and ankle and one for the heart, but the gypsy swallowed the fifth nail so that Christ would not be killed on the Cross but would be killed by the Spear. For this the gypsies were cursed to wander the world.)
One sip of water or wine from the Grail will cure all damage and disease on the drinker, except for damage done by the Spear. Simply seeing the Grail causes Magic Points to be raised to maximum and gives the viewer an immediate POW gain roll. Being in the presence of the Grail stops all violent thoughts and all warfare near the Grail will cease. The Grail may only be used by members of the Grail Family. Others simply cannot bring themselves to touch it.