Really? I think I found three my last playthrough, but it could be four. And I know it's quite possible I missed one in Castle Neverwinter due to lack of lockpicking skills. But I thought I got all valuable gems outside of that. Unless Sand's inventory resets, never went to his shop before he joined tha party. Or if one of the keep merchants I didn't got has one. Although my point still stands (depending on how many items you want Bracers +8, Strength +8 or Energy resistances +30 on)
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I think I found a couple late in Act 3 at the two new merchants that pop up in Neverwinter Merchant's district. This is my current inventory.
I've already used at least three Blue Diamonds and at least one Rogue Stone that I can remember. Might have used a few other things, but I can't recall.