I finally found my first pink diamond last night, in a sarcophagus in a French tomb--my sim had the learned relic hunter award, if that made any difference. I was really pleased, since I needed one for the collectibles photography collection, so I made sure to save my game--and my game crashed while I was saving!
I'll have to try replaying and see if it shows up again; otherwise, I'll stalk those locations mentioned in the link above.