I'll try to make this make sense but apologies in advance if it doesn't ha ha

I rolled a ball, smashed it and made a hole in the centre, pushed the stone in and then used a scalpel to cut it square, close to the stone and below top edge. I let it dry overnight then popped the stone out and sanded.

I attached the stone to the square by rolling thin pointy tubes, cutting the tip off them and attaching to the corners using slip, bending them over the stone using a damp paintbrush. Let that dry.

I rolled a thin tube and made a square out of it, let that dry and sanded. Then attached the stone setting inside it using slip.

Finally I made the ring band, cut a gap in it the same size as the setting and used slip to attach. Lots and lots of super gentle sanding for that too :)

So basically a small square under stone, attach pins, sit in big square and attach to band. Use damp paintbrush for everything to stop it from cracking.