Here, I whipped this up real quick. I just thought I'd make you a placeholder, at least, you might ask someone to finish the set or something.
Also, I'd modify the colors a bit. I used the colors from the original Mega Man X palette, which was only 16-bit. These colors will NOT match your tilesets as well as they could, and the sprite does not have as much depth as the RTP. Still, it is a placeholder. It should work fine in the interim.
I remember when I was heavily into RM, and I know what a pain in the ass it is to get good resources. Good luck with your hunting- to be honest, I'd suck up the pain and drop five or ten bucks for a guy to whip up some complete sheets for you. It's much better than using sprites from varying games and styles, one, and two, you'll get quality work that can be used not just by you, but a bunch of other people- the community at large will thank you for it.
You might hit up BBD (Black Belt Dude) at the Pixel Joint. I know he's damn good at what he does, personally. He's very busy these days, but it wouldn't hurt to ask, especially with a sprite there as a basic style pointer.
Anyhow I'll stop blathering on, here's a sprite, yay.