Puzzle Pieces

I've been looking in the CS for a jigsaw to do here over half term. Specifically I wanted a picture of Paris including a pre-conflagration Notre Dame. No success, but my friend kindly offered to lend me one of her puzzles with an alternative Parisian scene. Then I found this [new and unopened] Puzzle Mat for £3.50 in the Cancer Research Shop.

I can do my puzzle on the felt sheet, then roll it up and put it away when Rosie arrives. Mary's Paris jigsaw came in a box of four [Paris, Berlin, Melbourne and San Francisco] There are four separate bags in the box. 

So I started Paris on Saturday and finished it yesterday. But here's the problem ... there appears to be one piece missing. I didn't open the box till I sat down here in the lounge. We've hunted and hunted but cannot find it on the floor, down the side of the chair, anywhere.

There's nothing for it, I shall have to complete all the other three just in case the missing piece is in one of the other bags. 
I do hope it turns up. Feeling guilty that I might have lost part of the puzzle which my generous friend so kindly lent me...