SPOILERS AHEAD. BEWARE.

Okay, so I killed Benny and retrieved the chip. I killed Mr. House after he upgraded the securitrons and then I put Yes Man in charge.
Some time later I went to fortification hill for the great khan quest. When talking to Caesar I got to option to tell him "Give me the Platinum Chip".
Which is weird, because I still have the chip in my posession, or at least, I thought: House gave it to me after I agreed to go to fort' hill to activate his army (and before I blew his brains out).
So the conversation with Caeser ended with him giving me the (second) platinum chip, that I had to use to destroy the aforementioned army.
I didn't intend to go into the weather station because, as I said, I was only there to find evidence that CL was going to screw the Khans over.
When leaving the Fort I could only leave if I haned over the platinum chip. At that point I thought I actually had two chips in my inventory so I handed one over.
When checking my inventory later I noticed both chips were gone...

This is some weird stuff.

I'm pretty sure that, unless you killed your way into the Fort, they confiscate your weapons, chems and the platinum chip when you take Cursor Lucullis' boat to the front gate.

If you wear Legion armour you can come and go as you please (including fast travel) and can keep all your weapons.

Very useful for when you want to make a Caesar salad with real Caesar.