If you brought the letter implicating Gregor and the stone axe to the king, he should have brought up the breastplate. Did you maybe talk to the dwarven council member first (in which case he would take the axe)?

The third elven ceremonial item is the staff Josephine drops when defeated, though it can sometimes be in the locked chest at the back of the room. Check your weapon inventory, and search Josephine's room (hit the alt key and move the cursor around the stairs or any walls which could be obscuring where the staff might have dropped).

If that doesn't help, you can get another staff (or axe/letter) using;

Lost Items - guide and directory of inventory files

Version 1.34 is the latest patch.