I’m afraid I don’t know, my guess is that it stopped when platinum started to be used, I’ve had a quick look at some photos and I can say that Queen Victorias sapphire cluster brooch, the George VI sapphire necklace and the princess Louise of Belgium tiara all have gold set sapphires. I’ve had a look in google and it looks like emerald and ruby jewellery continued to use gold and white metal into the art deco period but sapphires considerably less so.