What sort of magic items? What rarity? Sharn has a Cannith enclave and Jorasco houses. Beyond that, you have a number of places—like the Mystic Market in Clifftop (WGtE p. 151)—that are called out as a potential source of magic items.
— Keith Baker #SHUX (@HellcowKeith) August 28, 2018
I always struggle with cost of items\rarity issues. Characters always want to buy them. Page 41 of the WGtE discusses this. Common and uncommon items may well be available in Sharn, that doesn't mean it's always easy to find exactly the thing you're looking for; there's no one-stop shop for uncommon items.
— Keith Baker #SHUX (@HellcowKeith) August 28, 2018
Especially when it comes to uncommon items, buying an item can in some ways BE an adventure; I'd emphasize the factor of going to different shops, perhaps debating with someone in the Bazaar (are you sure you're getting a quality product), and having interesting proprietors.
— Keith Baker #SHUX (@HellcowKeith) August 28, 2018
Beyond this, it's always up to the DM to decide if a particular item does exist. You're always in your rights to say "No one's figured out a commercially viable way to make that yet." And RARE items are RARE, and not easily purchased.
— Keith Baker #SHUX (@HellcowKeith) August 28, 2018
The Zilargo Embassy is offering Helms of Telepathy at dirt cheap prices. #AdventureHook But does the Trust get to listen in on the thoughts of anyone wearing one of these cheap Helms of Telepathy…?
— Keith Baker #SHUX (@HellcowKeith) August 28, 2018