The most knowledgeable NPC in the game when it comes to jewelry would be the dwarven jeweler in the Dwarven Halls...
The actual necklace or its location can not be found in the game; the quest is solved by having a copy made.


In the eastern part of the graveyard (where you got the Shrimpo quest), a little to the north, there is a rough ring of gravestones with the names and occupations of seven people; read in the correct order, the first letter of each name spells out 'Shrimpo' (IIRC start with a north west gravestone, and read them in a clockwise direction, or something like that).


Silver Armour and Treasure Maps