As sure as Malton is a dummy, those gems are still in Uldaman somewhere.  You're going to have to go back there and look for them.$B$BLike I said before, if the information we have is correct then there's a ruby, a sapphire, and a topaz that go with the necklace.  Find them and put them in the necklace.$B$BAs to where the gems are, who knows?  Maybe you'll get lucky and find the corpse of the Paladin.  If he's not been stripped clean already, then maybe he's got them on him still.