There is a Youtube video of someone going through and getting
all the zeppelin parts in D2:ED (locations are the same in DKS/D2:DC). Check that out and see if you missed any.
If the last piece really is missing, or you don't want to bother checking, in the Developer's Cut release of the game, if you load your save in the Developer Mode version, open the cheat window (F11), about 1/10 of the way down the 'give' item list is:
QI_Zeppelin_Compass
QI_Zeppelin_Rudder
QI_Zeppelin_Stabalizer_Crystal
Give yourself one or more of each, head to the harbour and complete the quest (any extra will be removed from your inventory).