Don’t worry, most certainly that’s not a bug. All the items you need can be found in the game, but you’ll need some time and a bit of luck. Some items are easier to find, while with some take longer. As you continue to do things required to complete the quest, your chances grow.
Continue with your search: we are sure fortune will smile upon you and everything will be alright!
Remember: you can always use a special amulet that lets you increase the chances of receiving items by searching rooms and trading with characters on the map.