Is it possible to form a diamond-sapphire hybrid?
Sapphires and ruby's are both aluminium oxide. sapphire melts at 2000 degrees and diamond synthesis can happen at 600 degrees. To coat around the sapphire, you would have to use multiple diamond seeds, which would make a polycrystal. it's probably humanly acheivable. 

The scientists would have to study the adhesion of a transition layer, because the sapphire is trigonal, and makes 6 sided crystals, whereas the diamond is cubic. 



They do use vapor deposition already to dope crystals with very colorful metals, for example you can build a home kit for titanium quartz. 

Perhaps if they used some kind of force to grow the diamond in a given direction, like a carbon-cannon in the vapor chamber, they can control the diamond and have one structure around the other mineral.