Did you receive a request from him to get the gems, or are you expecting him to want the gems based on his behavior in past releases? The quest may have been removed. I remember him telling me once that he no longer needed the mystic gems.
IIRC that has gone the way of the red sashes in Owls Head. You don't need to turn them in to the Captain; any merchant will take them. I think that's the same for the Graaf gems now.