I have a problem with steel swords, is this a bug?
1. (SPOILER ALERT) when I win the "sword of Xenthia" through dice poker from Skalen Burdon, what I actually got is a rusty steel sword...
2. When I craft the Robust Kaedweni Sword, what I actually got is a rusty short sword...
is this a bug? are there any way to solve this?

The sword of Xenthia is I believe supposed to be that way (I think. Pretty sure. Someone correct me if I'm wrong, I've got the bug where you don't get any sword at all in my game), but your second issue is definitely a bug, one that many others have been facing.

Not sure about solutions to those, though.

You sure those thing arent just in your inventory before ?
I got a kaewindi sword -decent dmg but no effect (30-33dmg or so) as xenthia's sword

Yes, at first I didn't get a sword at all, I get the rusty steel sword only after I reload it. I'm 100% certain those aren't in my inventory before, because I routinely sell my stuff (especially weapons and Armors I don't use) due to limited capacity in my inventory.
Well anyway thanks 4 the help guys :)

I find that save/reload fixes bugs like this. I had the same issue in act 1 after playing darts with Ves and beating two Blue Stripes at arm wrestling. I got my inventory back, but the sword I had won was not there, but I saved and reloaded, and lo and behold the sword was there. Sometimes things that should happen do not, but a save/reload fixes all.

Both are known 'issues'
The Sword of Xenthia doesn't work for anyone, probably by design as you aren't supposed to get it.
The Kedweni formula for the sword is bugged, but you get the sword latter on anyways.