It's funny you ask that because I read something about conch pearls last week.
As far as I know, they are very difficult to find and can be pretty expensive. I believe you would probably be looking for natural (not cultured) conch pearls.
I saw some on a butterfields auction, here is the link (scroll down). There are conch and melo pearls.
As far as I know Ambra Greco (LINK) seems to be the one jewelry maker specializing in jewelry with this beautiful oddities in. As far as I know, they are market leaders, if there is a "market" for these. And you may find a couple listed here and there, such as the somewhat less intensly colored (and priced!) pieces at (LINK).
If you do want one, I would definiitely enlist an appraiser to help, because the value and quality of these is not easy to establish and examples of fine specimens to learn on are few and far between.
a dealer at tucson had some, he was in the radisson hotel
and i beleive they were from Austria, maybe you can track them down. they had really pretty pearls and they were expensive.
your sapphire is even more blue than my cornflower!
I found the pics below on my HD - they must dave been part of a presentation of conch pearls by Ambra Greco - the specialist company I mentioned. The smaller ones with good pink/orange color they feature in higher end jewelry are quite attractive, but I never seen a display of various colors, shapes and textures like these pics show.