Rogue stone gems can be found here and there throughout the game, you will definitely find one at some stage and i think there is the odd merchant that sells one, so don't panic too much. The twisted Rune is one of the biggest/hardest battles in the game (hence an item like Staff of the Magi) so you don't want to go there too early. The CC (Copper Coronet) is located in the Slum District. Joluv the merchant with the +5 sling will not be in the CC unless you have downloaded the bonus merchants CD. You can get it here -
http://www.gamebanshee.com/baldursgateii/downloads.php
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It's bleedin dark down here, slippery too.

Man, that's a pisser.