All of the jewelry Azzur has on display in the Glass Staircase was made when the palace was being built. It's all custom to his wife's preferences, and he did spoil her rotten. Every piece was indeed worn by her as well. There are some pieces strictly set for men, but Azzur kindly prefers his noble Azzur House pinky ring. He never wore a wedding ring. There are some chests overflowing with rings, bracelets, necklaces from various regions of the globe, these chests don't really hold much value for the palace but it's definitely a Rogue's looting dream. These chests were discarded to the dungeons and crypt and staff really have zero care it's there either. His lordship hired the best silversmiths, goldsmiths, and jewelers to forge and cut his jewelry. All precious and semi precious stones came in by barge, it's unknown where Azzur accumulated the gold to get it all but it's probably when he was younger and just a pirate he has treasure stashed away somewhere on multiple islands.
The treasures in the palace are vast and located on every level. The crypt's floor is swarming with too much gold coins and other currencies. There are many idols and statues everywhere, all are priceless with unknown origins. Should anyone steal just one, they'd be set for life. He has statues of all kinds of animals and idols of gods and goddesses. There are even a few bizarre ones that many staff do not mess with because they are supposedly cursed. The sewers were cleaned up years ago, so no treasure rots there in this day. There's all kinds of glass, crystal, and metals, gold, silver, platinum, precious woods, stone and bone displays throughout the palace; his most prized is the chess sets and golden tarot foils. Besides small to medium treasures there are large to enormous items such as the stuffed baby mammoth, the Egyptian themed coffins, the crests of silver, velvet drapes of purple or royal blue, what's in the glass staircase, what's in all his display rooms on the second floor, and a Baphomet made entirely out of black porcelain.
All art like oil paintings, like say the one of Baron Sukumvit's palace were all painted on the spot as the palace was being made. All tapestries were sewn in the rooms they are displayed in. Azzur does not necessarily have any paintings borrowed from others, he prefers his own personal design. Avid on art, he is serious about his showmanship. The paintings down in the royal bedchambers hall are all zombie vampires who were once royals, him, having a fascination with the undead they agreed to pose for the pictures but their souls got captured in the oils. Golems were stolen from abandoned places, and the question of how they were transported is indeed a wild mystery.
So, the palace is rare and custom-made at about 70%. Whatever relics are inside it came from Azzur's long piracy reign. It's as if he knew that one day he'd have a big castle to himself and collected and then hid all his great finds, scattering them to the world in places only he would know where to look. Most gifts given to him were built from scratch, it seems artists love doing him a favor, as a thank you for allowing them to promote their creativity.