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You're not bugged. Elder Scrolls Online doesn't have any jewellery crafting, the only way to obtain it is via drops with different sets coming from different locations in different qualities. This means you can't have any jewellery for crafted sets.
This is a much requested feature for the game but nothing something we've ever had information on whether or not ZOS will add it in.
@Turelus - EU PC Megaserver "Don't count on others for help. In the end each of us is in this alone. The survivors are those who know how to look out for themselves."