Helm: Night's Cavalry Helm

Armour: Night's Cavalry Armor

Gauntlet: Night's Cavalry Gauntlets

Leggings: Night's Cavalry Greaves

Where To Find: 

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To locate the Night's Cavalry Set within the Consecrated Snowfield, start from the Inner Consecrated Snowfield site of grace at night. Look towards the southwest direction, where you'll find a Carriage being pulled by two Trolls, guarded by two Night's Cavalry escorts. Eliminate both escorts to obtain the armor set along with an Ancient Dragon Smithing Stone.