The only places I can think of off the top of my head specializing in that period are Tadema Gallery and, to a lesser extent, Romanov Russia. Both pricey, but with great selection/curation/reputation.
Not Art Nouveau, but Arts and Crafts... I got to try this on and the color of the sapphire is just gorgeous: http://www.langantiques.com/products/item/30-1-5172 (Also, not a typical diamond engagement ring, but still oh-so-pretty)