The first Gnome can be found on the pillar right beside the entrance to the City of Aurora  .
The second one is sitting on the rocks  , beside the underground palace entrance in which you were searching for the diamond ("Desert Star").
Inside the ruins mentioned above  there's yet another Gnome. Go straight all the time and you will reach a bridge over a small underground lake . Cross it to the other side. A few steps further there will be a sunken oasis.
Go onto the stairs there  and upstairs you will find a Gnome attached to the nearby wall .
From the City of Aurora, head towards the stone arch marked on the map, paying close attention to the stone walls on the left . On one of the walls there's the last Gnome in this location .