Unless you are the luckiest person ever, expect to go on plane of sky raids for many weeks and months to get all the pieces needed for each quest. The guilds that raid plane of sky on the regular usually keep extra pieces banked, if you find yourself missing a tradeable piece that you need to buy to complete a quest. Generally the trash mobs drop the tradeable pieces, and the boss of the island drop the no-drop piece. A couple of the SK quests require a piece from the efreetis, but there are better alternatives to those items so the efreeti pieces are usually banked/rot
Plane of sky has limited progression as you will need keys to move from island to island, kill island 1 mobs for island 2 key, island 2 mobs for island 3, etc. The keys disappear when you zone out of plane of sky, so you will have to save them on a corpse for return visits, or collect them again.
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