So, as I understand (I have not played this Mystery Dungeon yet, so am unfamiliar with the mechanics) Diancie is met in the mission "Meet up with Diancie!", and requires a connection with Regigigas.
You may have gone to Jewel Road, but did you go there when you had that mission? If you didn't, as far as I can tell, you won't encounter Diancie.
Sources: Bulbapedia, Serebii
Tell me if this is wrong/doesn't work, etc.
Hope I helped!