The triumph has to be bugged. I have ran multiple runs of court on regular and master and still no drop of the last chess piece I need via buying runes. I double checked i got all 3 pieces from each area and I do remember getting a piece on completion. That leaves me 4/5. I even ran it on my hunter once just to be sure. I also have spent over 100 sigil shards on runes to ensure I bought each upgrade (sometimes multiple times ie. synaptic spear) to get the chess piece to drop. I also went into the chess puzzle just to make sure it wasn't a visual bug showing 4/5 but i ran out of chess pieces to complete the full 27 puzzles.