Are they all in the same cave?
Can't recall, but I went back to see if I could find the "Talisman of the South" and only after reading other posts here did I realise I'd walked right past it about half a dozen times! It's in the cave near the "Goblin Hamlet" end, in a small box sitting in a tree that's been fashioned into a totem-type of thing.
Even when I'd found all three and then tracked down the statue it wasn't all that obvious: statue didn't want to do anything, I couldn't equip them, it's only when I right-clicked and selected "use" on one at random that things finally happened.
Not one of the more obvious quests, and although the reward was okay (it has three enchantment slots) it wasn't really outstanding.
This time I'm not kicking myself that I missed it because it's pretty obtuse!