I have been playing PTR since it opened. I am playing at T16 and doing greater rifts level 90. I have bought well over 50 packs from the demon. I have done 6 greed dungeons with the ancient puzzle rings. I have yet to find an ethreal piece. I have found 5 primals. I pick up everything. I check everything before I scrap it. Are there really any ethreal objects in PTR?
The vendor gives them to you, all 3 of your class specific ethereals, in the “Bag of Fortune”. However since the ethereals are The Season Theme they of course only drop on a seasonal character. Otherwise you definatly should have seen most of the ethereals, just like primals when they drop they have a special blue star like symbol on the map for you to see.
if your playing on season there are plenty of ethereal items but it sounds like your playing on non season.