There are five pieces in the Armor of the Shadows set, and yes, they all look like they belong in a dramatic rooftop entrance. Below I list where each piece is, the key stats you care about, and the simple steps to collect them. I kept the boss fights to a minimum where possible, because sometimes a chest is cooler than a raid.

Plate Helm of the Shadows (Frostcursed Plate Helm alternative)

Stats

  • Defense: 8
  • Refinement: 3
  • Abyss Gear Slots: 1
  • Special Effects: Glacial Domain, Daze Immunity

How to get it

  • The true Plate Helm of the Shadows currently only drops from Beloth the Darksworn. Beloth is fought during the House Lanford faction quest "Wraith in the Frost" in Hoenmark Ruins. He is extremely powerful, so expect a tough fight if you go that route.
  • If you want a look-alike without facing Beloth, grab the Frostcursed Plate Helm at Chattering Rocks north of the "D" in Demeniss.
  • At Chattering Rocks burn a vine-covered wall using Blinding Flash (L1 + R1 + L1) to open the way.
  • Inside the room there is a Treasure Chest containing the Frostcursed Plate Helm. Note there are stone enemies guarding the area.

Plate Armor of the Shadows

Stats

  • Defense: 10
  • Refinement: 3
  • Abyss Gear Slots: 3
  • Abyss Gears: Petrification Immunity, Defense +3, Stamina Regen +2%

How to get it

  • Location: Everfrost Watchtower in the Argent Peaks, north of Hernand.
  • Head north past the "H" and the Hoenmark Ruins to find the watchtower.
  • On the south side of the tower there is a locked door in a rock wall. Interact with the lantern nearby to open it.
  • Inside a Treasure Chest you will find the Plate Armor of the Shadows. Watch out for Bleed Bandits guarding the area.

Plate Cloak of the Shadows

Stats

  • Defense: 3
  • Refinement: 3
  • Special Effects: Fire Resistance Level 7

How to get it

  • Location: Hoenmark Ruins, north of the "H" in Hernand.
  • The ruins have a persistent blizzard that deals damage. Bring food or ice-resistant gear to avoid freezing out.
  • Go to the rooftop area to the left of Hoenmark Ruins. Look for a snowy brick pattern on the floor.
  • Crouch and use Force Palm on the patterned floor to flip it and drop into a hidden room. The Treasure Chest inside holds the Plate Cloak of the Shadows.

Plate Gloves of the Shadows

Stats

  • Attack: 18
  • Defense: 3
  • Refinement: 3
  • Abyss Gear Slots: 2
  • Abyss Gears: Climb Speed +2%, Swim Speed +2%

How to get it

  • Location: Everfrost Cave in the far east area of Hernand.
  • Follow the river beneath the word "Hernand" on your map, then turn left and climb into the rocky mountains.
  • There is an entrance in the cliff wall. Enter and locate the Treasure Chest that contains the Plate Gloves of the Shadows.

Plate Boots of the Shadows

Stats

  • Attack: 16
  • Defense: 7
  • Refinement: 3
  • Abyss Gear Slots: 2
  • Abyss Gears: +10% Skill EXP Gain, Climb Speed +2%

How to get it

  • Location: Frostclaw Cave, found near the southwest river beneath Hernand.
  • Follow the river west under the name "Hernand" until you reach the marked area with a waterfall.
  • Stand at the waterfall and use Stab (R1 + Triangle) to enter the hidden cave behind the falls.
  • The Treasure Chest inside contains the Plate Boots of the Shadows.

Collecting all five gives you the full Armor of the Shadows look and its defensive benefits. If you want every original item without tackling Beloth, use the alternative Frostcursed Plate Helm route. Otherwise, bring a healer, patience, and a good horse.