The fireplace appears to always spawn, but the logs may not. If the logs do not spawn in the fireplace you will not receive the shinbone. If this happens you must reload the game by clicking Leave Game, then Resume Game.
Work from Act 1:9 (The Imprisoned Angel) or beyond*. To get there take the waypoint to Leoric's Manor (last one if you choose the Imprisoned angel quest). When inside, just head back on the stairs and find a large chamber with the fireplace at the end on the right side of the map. The entrance to the chamber is quite small, but it is on the far right side of the Manor.
There will be a checkpoint that will allow you to leave the game and rejoin it in the mansion to quickly farm the item.
*While finishing Trailing the Coven this can still be performed.