Currently, Memory Pieces spawn based on your Avatar's position—not the location where you're supposed to complete Quest tasks. If you are not in the Quest task-related location when you fulfill the requirements to spawn the Memory Piece, we encourage you to look in the location where your Avatar was standing when they completed the last step in the Quest to find said Memory Piece.

The team is investigating possible tweaks to how Memory Pieces spawn in order to reduce the chance of this confusion (and hard-to-find Memory Pieces) in the future.