Keeping twist from feeling unsatisfying ?

So, I'm currently planning a campaign. My main villain is gonna be an incredibly annoying seer who treats the party like his own personal reality TV show. He messes with their adventures just to make things more interesting for himself as he watches them try to deal with the chaos he causes in their lives.

At one point, the party is trying to retrieve an artifact that would allow them to find the location of this diviner, to finally put an end to his meddling.

Except, when they finally reach the last room of the temple where the artifact is said to be kept, what they instead find is a message left by the diviner. It tells them he figured this challenge was too easy, so he placed the artifact somewhere more worthy of their skill to provide a much more suitable challenge.

Now, this is meant to be frustrating. They are supposed to find the diviner's constant meddling incredibly infuriating, after all. But a friend pointed out that the party going through all that trouble only to leave empty-handed (at least narratively; they are still standing in the middle of a treasure room, so there's bound to be a bunch of gold and some cool loot hidden in there) might be too frustrating and unsatisfying IRL.

What do you guys think? Do you agree? And how would you avoid making a moment like this feel unsatisfying?

Maybe they come in just before or as the diviner is making off with the item. Have a short combat encounter where they can attempt to get the item, and the diviner can use magic to escape if the fight goes on too long. Have him drop some sort of extra clue if he when he gets away, with or without the item, that gives the party an advantage later if they can figure it out (the key to a secret lair entrance, a pendant that controls one of his servants). That way, they have a sliver of a chance to stop it from happening, and doesn't make them feel like it was totally out of their control, whilst still being frustrating that they lost him.

Quote from Paefny >>

What do you guys think? Do you agree? And how would you avoid making a moment like this feel unsatisfying?

 Having some decent loot for them is a good start. But the real question is: How do they prevent this happening every single time? Why would the diviner ever allow the party to catch them? 

Having it just be "this time the diviner let you have it" would be extremely unsatisfying. There needs to be some way for the party to out-wit, or otherwise cleverly or through their own growing powers beat the diviner. 

Edited to add: Thinking more about this set up, i'd strongly urge you to reconsider this diviner as the BBEG. Because there is one clear way to "win" against this diviner: refuse to do anything interesting. If the players just stop going on adventures, strop reacting to the diviners meddling, they just settle down in a house in a city minding their own business, doing nothing, that will frustrate the diviner the most. It is never a good idea to make the solution to your BBEG to stop playing D&D.

I’d say this is a case where you really need to know your players. Frustrating for the characters may not translate into frustrating for the players.

Also, note that nondetection is a 3rd level spell. I’d anticipate them using it often, and if they do, make sure to let them make plans without the baddie knowing.

Also, assuming the bad guy is scrying, make sure you give them the requisite saving throws. It shouldn’t work every time. Unless the bad guy plants an NPC servant with the party who willingly fails the save. Though even that should be something the party can eventually figure out.

“I am sorry, Mario, your princess is in another castle” might work in a game that’s barely about the plot; it very quickly crosses the line into feeling condescending in D&D.  After all, in D&D, the Dungeon Master has unlimited power - they can always decree “it did not matter what you did as party members, I say this is what happened and thus this is what happened.”  Any time you aim to pull the rug out from the players, you should do so fairly - you want your players surprised, but also want them to think “oh, darn it. If we had just done that insight check; just moved a little faster; done things a little differently, we might have figured things out.”

That is where I think your idea fails - they get to the end and are told that their efforts were for not and there was not really something they could have done differently.  The DM was always going to decree the item was gone, so wasted the party’s time sending them down a rabbit hole knowing full well disappointment was the end game for the dungeon.

If you are going to do something like this, you need to have a possibility the players can win. Maybe they know someone else is going for the item and have to race.  Perhaps they are given some kind of clue the person your boss hired to take the item just left (like a still warm torch), and now they have a chance to get the item before it leaves.  Whatever it is, you can make it difficult - but not impossible.  “We almost had it” is satisfying “our DM only gave us the illusion of victory, we never stood a chance” is not.