My DH proposed to me with just the diamond in a 'gem box' and we designed the rings together. It took about 3 months but it did not matter to me it was worth the wait. There are a lot of jewelers out there that specialize in antique metals, stones and reclaimed pieces. They tend to be truly talented artisans or craftsmen. I am also very serious about conflict diamonds.
Have you priced platinum recently, if not hold on to your hat. The photo you linked to is gorgeous, but the setting in platinum will easily be 3k + the $$ of the stone. I recently needed to add another band to my set (platinum) and the price in the 4 years since we were married was :-( and that was before the diamonds were added.