The game does not allow you to lose a pyramid. If you change maps, e.g. go from Black Cove to Cyseal, and leave a pyramid behind the game will place it in the inventory of one of the main characters automatically. So if you try to teleport to where you think you left it you ended up going nowhere because one of your two main characters has the other pyramid. Only if you left it somewhere on the same map, e.g. Cyseal market, and are at the harbor will you teleport to where you left it.