This seems to be a common problem if the Update 1.2 is not installed.
If you don't have it, go get it at ftp://ftp.lucasarts.com/patches/pc/J3DUpdate1.2.exe - you'll get an EXE file which you simply double-click, it installs itself.
Afterwards you can apply the savegame from my FTP server. There are two files at ftp://ftp.soulianis.com/archive/indy/ - the original savegame (.nds) and a zipped version (.zip) - you need WinZip or pkunzip for the zipped version but it is much smaller and therefore you save a lot of download time.
I saved it with Update 1.2 installed and all treasures/ammonition available so far.