4) Cannot find Legendary Gem but can upgrade it at Urshi.
If Urshi can see the gem and you can upgrade it, it exists somewhere. Most likely it can be in one of your follower’s slots is a common hiding place. You can search for the gem by placing a different legendary gem in the top left slot of each stash page then clearing a GR. Note which gem is directly to the left of the missing gem and go to that stash page and the gem is somewhere on that page. If its on an end then its either in your inventory or on your follower.