Helm: Snow Witch Hat

Armour: Snow Witch Robe

Gauntlet: X

Leggings: Snow Witch Skirt

Where To Find: 

(Click the link above to view the equipment and watch the getting video.)

The armor set is discovered inside a chest situated on the upper floor of Renna's Rise, positioned at the rear of the elevator room. This becomes accessible after reaching a specific stage in Ranni's questline.