It's annoying to hunt them down all the time.
Alternately a special ui element on the portrait could be good too.
If you use 'sort by type' the pyramids are always the last item in your inventory.
Not true, I've had as many as two rows of items below the pyramid.
That doesn't work because if the item leaves your inventory by dropping it, it leaves the hotbar as well.
However, the OP could get around this by picking up the pyramids after using them, or at the least, traveling to the shelter plane to recall them back into your inventory. (If he means he can't find them IN his inventory, he should try using the "Misc." tab.)
Misc is even less useful than sort-by-type, since between keys and books it's by far the most flooded item type.
Finding the pyramids in my inventory, especially when I have no idea what character's inventory they ended up in, is a serious hassle and one of the main reasons I avoided using them as much as possible in my play-through of the EE. I really don't remember it being this inconvenient, it's like they switch characters on their own now.