G'day there - and many thanks for your query.
I did have a similar query on my blog some time back (you can find at: http://www.online-jewelry-appraisals.com) but I'll go through it quickly again for those who have not read it.
Basically - Go to another jewelry store - they are telling you lies!
OR - they can't be bothered because THEY DON"T KNOW!
There is also another thought which you may NOT have considered. If the remaining two stones are of the same size and color etc - why not put a Diamond in the middle?
Tanzanite has become super popular over the past few years. There is plenty of supply and if the worst happens, you can ALWAYS get a colored Cubic Zirconia to match.
Finally: You could take the two gems and get a pair of earrings made.
Hope all that helps.