Thermoplastics, in basic terms, are melt-processable plastics (materials that are processed with heat). When enough heat is added to bring the temperature of the plastic above its melt point, the plastic liquefies (softens enough to be processed).
In the U.S., diamonds have been found in Arkansas, Colorado, Wyoming, and Montana. In 2004, the discovery of a microscopic diamond in the U.S. led to the January 2008 bulk-sampling of kimberlite pipes in a remote part of Montana.
Diamonds are usually level 16 and bedrock, and is near lava a lot. I have found that in abandoned mine shafts there's some by lava especially. And iron is usually everywhere, even above the ground. So that means it doesn't have to be in caves or holes.