I made the flail with only one of the flail heads. I have since picked up the other two, I didnt know there would be more. Can I out these on there too somewhow?

I always make the flail after getting all three heads, so I'm not sure but I believe you can still go to the forge and add the other two heads as long as you have not completed the de'Arnise quest.
Once you complete the quest the area changes, so then you can no longer use the forge.

Hmm, not exactly true. Supafamous, if you're a fighter, and you decide to run the keep and have it as your stronghold, then you can use the forge to complete the flail. However, you won't get any experience for it. But, if you're not a fighter or a monk, then kiss it goodbye, as the keep is taken by the Roenalls and you'll never be able to get back in.

I know cespenar will add on extra heads. Would he also add on those you didnt add opreviously?

Once you are in the keep and clearing out bad guys, you can make the flail on a one head at a time basis. I have made it a one head flail, then a two head flail, and then finally a three head flail. Three trips to the forge, but I was in a weird mood, what can I say?

I then took the keep as my stronghold. I went to Watcher's Keep and got the fourth head, and I was going to see if the forge would add that one on, but I never got around to it, and to be honest I doubt it would. I don't know if Cespenar would add heads you collected from the D'Arnisse building, but it would be worth finding out . . .

I know that the forge will not add the 2 heads you find in tob, nor will cespenar add the primary heads found in soa, tried both situations.

Just download the mod which enables you to have all strongholds. Although if you have already done the place it might be too late

If you have a thief in your party pretend that he sneaks into the Keep and cheat yourself the full flail (+3).

Bummer, this is my first time through the game. I don't want to cheat or use any mods. Thanks for the info.