Take bone crosses, for instance. The one place I found that used to carry plain bone crosses (left, below) no longer has them, so I'm hanging on to the last four I got. They weren't very expensive, but for some reason it's much easier to find bone "celtic knots" and bone ankhs (center and right below) than plain Latin crosses.
Even plain round glass beads can be difficult. There are half a dozen fancy finishes, such as "aurora borealis," "vitrail", and "iris", all of which are (as far as I can tell) far later than the historical examples I'm trying to copy. Carrying beads in all these very popular finishes means bead sellers have less room in their catalogs for more sizes and colors of plain beads.
Beads bigger than about 8mm are also a challenge, though in the last year or two this has gotten a bit easier. Still there are many bead sellers that don't have any plain rounds or ovals bigger than this -- whereas medieval portraits show quite a few examples of rosaries made of beads in the 10-14mm range. Fire Mountain Gems does carry 10mm glass rounds, but their larger semiprecious rounds seem to come in odd lots, and supplies come and go. If you have a friend with a wholesale license, Earthstone seems to have large semiprecious beads more often than most, they don't have a terribly big minimum order, and their prices are excellent.
I seem to have a habit of wanting a particular style or shape of beads about two years before they suddenly become "trendy." I wanted to make replicas as soon as I saw them of a couple of unusually styled rosaries that use disk-shaped counters, but search as I would, I couldn't find anything like those shapes at first. Now you can easily get "torus" or "doughnut" shapes in glass or semiprecious stone in a wide variety of sizes, and the shape and hole size are just right -- though I still can't easily find them in bone or wood like the period examples.
I've also been looking for flat bone disks and bone or wooden round rings. Bone "spacer" disks exist, but have tended only to come in 5-8mm sizes (I need 10-12mm) and with center holes that aren't as big as on the period examples. I finally found a bulk lot of 10mm disks in a going-out-of-stock sale at a good price, but I'm not sure where I'll find more. The only rings I can find have been drilled through each side of the rim to be strung flat -- I hope they'll be strong enough and not break at that point if I use them to fasten the two ends of a bracelet together.
The tales of woe continue with metal parts, but that's another story for another day....