I have made a ring that incorporates a raw diamond in it. My design
required that I melt the gold prongs down to its irregular surface.
(properly fluxed to protect the surface) While it survived without
cracking, it did change color. There was a lot of internal
'schmutz', probably minute organic crud I couldn't remove (there's a
reason it was left raw and never faceted), that darkened the
overall presentation of the diamond.
This may or may not happen to the one you will deal with. A diamond
can withstand direct heat, but the first time you won't know what
the outcome will be until after the fact. If your client finds that
acceptable, then I say 'go for it'.