I agree. I really liked having to search around for the pieces only to be told by a forum online that I can’t finish the quest because of another completely irrelevant quest. It’s not as if the two quests have anything to hint at a connection between them. At least you could make the piece available by pickpocketing or by murdering Pickman, but not having it at all is really unfair. I don’t want to have to look up every quest’s solution online right as I start it, I want to discover things as I play, and this incident is very very stupid cause you never get told or warned.
Only two men wants to carry the shits: Pickman and Rock. They agreed with this before. Every others want to carry water only. These two promised a sword piece and quest in the mines. There was no any signal, that they will not to give me. But after it, Pickman said it is horrible, Rock it is good. But both don’t give anything to me. Tens hours palying time after. Pickerman has not the sword piece in his pocket, on his dead body and in his chest too.
Any alternative chance to get thesw two things is absolutelly needed, or it seems as unnecessary bug. Patch it, please…
There are 6 pieces in the game,… you need only 5 for the sword! Read the comments! 
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I hope I’m not digging this post but to be more precise in caes you missed Pickman piece.
There is another piece in the rattay blacksmiths house in his storage room/pantrey. Its on the shelf in there to the left
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SPOILER ALERT!
“–If you gave him (Pickman) the excrement-hauling job, or no job, or if you were too honest to ask for a bribe in the first place, it appears as though he sells his piece to the Blacksmith of Rattay. In which case, it is on the top shelf of the back storage room in his house, near his forge.–” taken from Kingdom Come Delivarence Wikia http://kingdom-come-deliverance.wikia.com/wiki/The_Queen_of_Sheba’s_Sword
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I agree with you 
there should be given a way out of this. My problem is that Bailiff will not talk to me and there si no dialogue option offering me this quest. Strange because I have reputation of 88 in Rattay and pickam is to be seen on the streed begging and after trying to pickpocket him I found nothing but garbage . WH team should think about it more to offer players possibility to finish quests in different ways not just make player feel guilty 