If you do the quest to spy on the Shadow Thief guild from Renal Bloodscalp, you can buy a Gem Bag from the Fat Guy guarding the entrance of the guild.
The one who you have to pass the papers to, saying you're a Shadow Thief.
Hmmmm... ... didn't know about the Scroll Case in the Copper Coronet though. :/ Guess I'll have to buy it first before I do the Slaver Quest.
There're apparently two Scroll Cases in Waukeen's Promanede. One from the scroll-seller above the two inns, and one from the black-market noblewoman in the back of the Adventurer Mart.
Another Scroll Case can be found in the Dock District during daytime. There's a merchant outside the Mage's house.
The one you're supposed to assassinate if you're doing the Spy on Shadow Thieves quest.
Also, apparently the merchants in Umar Hills also sell a Scroll Case.
I'm interested more in where all the Scroll Cases are than Gem Bags. :/ Since I tend to run out of cases than bags... ...
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If not a Sorcerer, then a Paladin.