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The compass needle will be attracted to the electrified pen because the needle madeof steel and not because it is a South or North magnetic pole !!!
I understand your enthusiasm from the experiment you suggesting but I can't see why you expect to get magnetic field by rotating the outer charge shell around the inner one ?I think you will get no current, no waves, no magnetic field or CNN broadcast...lol
I suggest at least for the beginning not to work with a metallic sphere since it is a complex shape to start with... Instead, start with a flat plane, not rotating and continue from there...
A wire of a reading lamp is an AC current that switch 50-60 times a second it's polarity of the magnetic field around it.....how do you expect a compass needle to react to suchan alternating magnetic field ?