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No, I found two of them. And the book. All 3 are in the cave then? I may try and go back through there then. Do I get access to my chest in the Tower before I get the Dragon form since it seems you lose the valley as you gain the form?
Ok, I'll try to answer everyone's questions in one go.
The three talismans are ALL in the SAME cave. One is in a small chest next to a dead guy, another is in a small chest in one of those tree totem things and the other I believe, if I remember correctly, is in a chest where you fight the dude for the bounty mission.
Once you have all three the statue is in the room with the spiral staircase. You will know if it's the one because it is bathed in a yellow light from the candles around it. Do save though in case I get the following order messed up. I believe if you go into inventory and select the talisman of the WEST and then select Use if it prompts you. After that a menu should pop up and then you select the talisman of the EAST. After that you select the talisman of the SOUTH. If done correctly the statue should start to shine and you will get the talisman of the NORTH for your own personal uses.