You should have found 3 by the time you reach rivendell. I had only 1 playthrough where I found my 3rd artifact in the Barrow Downs but most of the time I find all 3 in the 1st level.
In short I would go back to the first level. Chances are you will find the missing ones by the time you reach the first checkpoint provided you break all the containers along the way.
You then have a choice to either get the smith in Rivendell or the smith in Nordenbarg(SP?), the dwarf HQ, to forge a choice weapon for you. The elf will forge a more powerful weapon as far as basic stats go but the extras will concentrate on focus & will. The dwarf will give a slightly weaker weapon but will have extras focused more toward the ranger & champion.