Checked the FAQs, boards and questions but to no luck. It's the last thing I'm missing out of that level and the last Legendary Treasure I need. I can see it next to a horn when starting the second Vathek flight, but it's nowhere to be found in the next area. It's probably stupidly easy... Thanks for your help.
Found a funny bug too. In the final fight, if you can clear all the enemies before he summons the next wave, the game thinks it's cleared and triggers the ending cutscene. All the while, the remaining waves of enemies are summoned during the cutscene.
Go to where the Wind gate is, and up to the next platform. You'll find a spring pad hidden behind the platform far to the left. Well, it's actually really well hidden, you have to really be searching to even see it.