Morning, Debs.
If I were you, I'd start in Antwerp. You could pop over for a weekend, visit a few dealers and have a really good idea of market pricing "from the cutting floor". I purchased a number of loose stones there and had my local UK manufacturing jeweller make up the bespoke settings. This would give you an idea of pricing somewhere between wholesale and retail.
I've also purchased quite a few coloured stones (emeralds, aquamarines, rubies) in and around Fethiye, along with pieces from the gold/diamond shops in Paspatur. I'd suggest coloured stones are better priced in Fethiye than are diamonds, some of the best prices if you are an experienced "haggler" and know what you want and the market prices (see Antwerp above) with the exception being sapphires, which you can get great prices in Thailand.
Always, always (always) get the GIA/IGI/AGS grading certification for any diamond pricier than a "throwaway", ie. 20pts or larger; plus a comprehensive assessment or description of the piece if buying one made up. Coloured stones should be certified natural, with no treatments...assume every stone is fake, until proven certified. Once home, get your stone assessed with a reputable jeweller, also with a written assessment with both insurance estimate and "real" estimate of value.
Good luck.
Dale