As already said by others, the triangle probably is a separate path or 2 paths. You should select the outlines, press Ctrl+J few times and check what happens.
Not asked: Here's a screenshot from another case. Illustrator's 3D effects can be used to test different possibilities which kind of gradients can be used and what glosses are needed:
Unfortunately only simple geometric forms are possible. Illustrator can revolve and extrude 2D shapes. This pen is a group of three simple shapes which has got Effect > 3D > Revolve. The group is in the left.
The shading is generated with math and it fits well into the geometric form and light settings. By making some experiments with this a beginner can find the idea what is needed when he draws all in 2D.
The conical part will be tricky because both linear and radial gradient fit poorly. Better result can be got with gradient mesh, blurring or blending.
Note: There's nothing wrong in using 3D effect in the final drawing if it gives the wanted result.