There is every chance you still haven't checked thoroughly enough. If you want to be sure, do the following:
- Go to your PC and press Y, or click the search button on the bottom screen. There will be a function that will highlight all Pokemon holding items. Check through them all for the stone.
- Go to your bag and press X in the items pocket, and sort by type. This will group all the Mega Stones in your bag together, so you can look through all of them thoroughly.
- Check the 'free space' in your bag, people put things there and forget about them often. You can move it out of the space if you see it there.
- Go to your party and check each summary screen. This seems obvious enough but has located missing items for me in the past.
- Check the Pokemon in the day care, and that they are not holding the item.
If you have done the above and still not found the item, you could have traded or released the Pokemon holding it, or accidentally tossed or sold the item. In any case, you cannot get it back.
If you're playing Ultra Sun/Moon, you might be able to get another one at the Battle Tree -- I don't remember if it lets you buy multiple. Otherwise, you would have to trade with someone to get it.