So you haven't quite seen anything that you like when shopping for an engagement ring setting and you have your heart set on something that you want to make for yourself, so why not make a custom engagement ring. Not all jewelers offer custom engagement rings, so if you find a specialty jeweler that has a workshop, you're in great shape. You can start by selecting a loose stone and then look through setting options if you want a solitaire or a 3-stone, the choices are endless.
You can combine different colors and different stones, just make sure you and your jeweler are on the same page, because they're going to be the one executing it. And definitely listen to their advice, because they're going to be able to steer you and help you bring your vision to fruition. I love creating custom engagement rings. I've made several for people and the end result is great.
You've created something that's truly unique and special, it allows you to be creative, and perhaps include a special message or something that is secretly hidden inside the ring that only you two know about. So, if you haven't seen anything you like, why not make your own?