Tony Stark didn't make suit of Vibranium during Avengers: Age of Ultron because he was the only one capable of stopping The Hulk when he started to rampage in Johannesburg, South Africa, which meant that he was forced away from the facility.
Although we don't see exactly what happens in Ulysses Klaue's facility while the Hulk vs Hulkbuster fight is going on, the fact that Ultron initially went there in order to get Vibranium could well mean that he took all of the Vibranium in the facility with him when he left - selfish, but the kind of thing a mass murdering meglomaniac machine might do if he doesn't want to allow his enemies to get any stronger.
As for your other question;
"Why hasn't he tried to make a suit of the more durable metals that he knows about such as Adamantium?"
We know that Adamantium is a fictional, near indestructable metal in the Marvel Comics, and (in the comics) is actually used in the creation of Captain America's shield, which is made of a Vibranium-Adamantium alloy. However, in the films, we see the Captain America's shield is made of pure Vibranium, never once mentioning Adamantium.
This is due to the fact that Wolverine's skeleton is coated with Adamantium. After selling the live action rights to Wolverine (and the rest of the X-Men and several other Marvel characters) to 20th Century Fox in the early 90's, the film rights to the metal belong to 20th Century Fox and cannot be used by Marvel Studios. For more information on these contracts, you may want to read this question and this question