[Inziladun]

In the Unfinished Tales chapter The History of Galadriel and Celeborn there is an account of Sauron's attempt to overrun the west of Middle-earth in the Second Age, well before he was taken "prisoner" by Ar-Pharazôn of Númenor. This is in contrast to his later machinations, in that he actually accompanied his army on their march into Eriador.
He was eventually defeated and driven back to Mordor with "no more than a bodyguard" left of his forces. In that fighting were Elves, Dwarves, and Men, and at no time is it said that Sauron himself ever wielded a weapon, though acting as a field general for your army would seem a logical time for doing so. Nor is there any apparent record among his foes of his using any sort of melee weapon personally. I have to think that if Sauron had possessed a weapon, he would have made use of it then, and someone would have noted it.