After seeing 0-1 loot drops of Throwing Daggers after about 1.5 months of play, and finding relatively few green-tier ones even in the global pawn (and no Throwing Daggers of Blue/Purple-tier), I would say this weapon is exceedingly rare for those of us who use them.
How can a throwing dagger build character obtain a more reliable supply of good quality Throwing Daggers?
The absence of this item in loot drops exacerbates the issues inherent with Throwing Dagger characters, namely that the weapon has bottom-end damage output (20/x2 crit, 1d4 base damage), and does not share the same Weapon Focus/Improved Critical feat chain as regular daggers (like a DM might grant freely in pen-n-paper).
(On the upside, I was very happy to see that C&D made a throwing dagger model because the dart model isn't a very cool vibe!)
For now there's not much until you get a DM weapon with the Returning property. Some will be added in an upcoming loot update but it's thousands of items to edit so it's not quite ready yet.
Thank you for the response, SpacePope. I wasn't aware of any items with the "Returning Property" in NWN and look forward to obtaining such a weapon.