After investigating and then mining a statue marked "peculiar," an object fell. It was mostly blue and shaped like a small pig statue, but it didn't seem to have finished texture and was labelled "Missing Name" when I picked it up. In my inventory, it was invisible and did not show a name when I hover the mouse over it, but it takes up a slot and can be dropped on the ground where it again becomes the outline of an object with color but no texture (screenshot).
1. Find pig statue with golden eyes/teeth that is marked "peculiar" 2. investigate with magnifying glass 3. Mine