My situation:
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I finally managed to find the shrine of balance following the clues given by several statue heads. The thing is, I've only got one Power Gem left and the only unexplored region is Castle Nex. I am going to list rough locations of the gems I found in the next spoiler.
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4x Twigroot Forest: I didn't keep close tabs at the start, but I found all of them before I left Twigroot forest
3x Keelbreach Bog: one inside the Herder's Den, one by solving the 'Reflexus' riddle, one on an island in the NW with four fallen statue heads
2x Ruins of Desarune: one inside the final room before the Archives, one inside the Lexicanum
2x Hamlet of Stormbreach: one inside the House of Needles, one in the Sewer Reservoir
2x Crystal Mines: one in the Abyss level, one in the Entrance level
3x Cemetery: one above ground to the north, one in a zombie pit inside the Catacombs, one after slaying Orul in his crypt
1x Pyramids: in the Tomb of Rites, before going up to the top floor
3x Keelbreach Bog: one inside the Herder's Den, one by solving the 'Reflexus' riddle, one on an island in the NW with four fallen statue heads
2x Ruins of Desarune: one inside the final room before the Archives, one inside the Lexicanum
2x Hamlet of Stormbreach: one inside the House of Needles, one in the Sewer Reservoir
2x Crystal Mines: one in the Abyss level, one in the Entrance level
3x Cemetery: one above ground to the north, one in a zombie pit inside the Catacombs, one after slaying Orul in his crypt
1x Pyramids: in the Tomb of Rites, before going up to the top floor
I'm gonna hit that mofo right now!