If any one is really set on having a natural diamond, I highly recommend taking a trip to Crater of Diamonds State Park[0], in the middle of nowhere -- I mean, Murfreesboro, Arkansas.

Pay an entrance fee and bring or rent your own equipment and keep any diamonds you find. It's a 37 acre field that was once a volcanic crater. I never found any personally, but it was surprisingly fun and worth the detour if driving through the state. I also don't care much for diamonds, but if I ever find one it'd be pretty special. More than 600 diamonds are found each year according to wiki

[0] https://www.arkansasstateparks.com/parks/crater-diamonds-sta...