Helm: Nomadic Merchant's Chapeau

Armour: Nomadic Merchant's Finery

Gauntlet: X

Leggings: Nomadic Merchant's Trousers

Where To Find: 

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

In the hidden tunnels behind the altar within Mohg's Omen boss room at the Cathedral of the Forsaken Site of Grace, located in the Subterranean Shunning-Grounds beneath Leyndell, Royal Capital, you can find the set.