I have a whole bag full of different smithing stones and yet when I go to upgrade my weapon i get the items that are required are missing.
The high-tier ones spawn in late-game areas.
Just watch out because, depending on how you get here, trolls may follow you.
Redmane Castle is located in the southeastern part of Caelid, located on the larger of the two islands.
Smithing Stones can be found throughout the Lands Between, but here are some of the locations in Elden Ring where each Smithing Stone and Somber Smithing Stone tier can be found.
A fallen statue in Stormveil Castle before the Liftside Chamber contains Smithing Stone 1 x5, and a Smithing Stone 2.