Locations:
1: Twilight Cathedral
After you collect the three swords and raise the circular platform up out of the floor (where you access the door to the end boss) turn around and hop up the pushable block onto the balcony. To the left is a door with one of those grabbing creatures above it. Use your shiny new Cross blade to stun it and run through the door to claim the armour piece and some other toys.
2: Scalding Gallow
As you leave the library on the right hand side you will have seen a platform you couldnt reach with some bomb growth on it. Use your Crossblade on this and the pillar will collapse giving you access to the chest above.
3:Scalding Gallow
Standing by the Vulgrim location and looking over at Samael's prison you will see a small path below just above the lava. Glide over to this and run round the corner to claim the armour piece. Use the shadow flight point to get back out.
4: Drowned Pass
Before doing the shadow challenges (or afterwards if you miss it) dive underwater near the entrance to this area (to the left) to find the armour piece in one of the caves. You actually go to this cave during the shadow challenges but you can't open chests in the real world while in the shadow realm.
5: Drowned Pass
After completing all shadow challenges you'll get given this by the rock giant at the end.
6: The Hollows.
As you progress through this level you will be in a tunnel where a giant (rideable) demon smashes through the right wall to attack you. The armour piece is in the hole it left.
7: Slitha's Loom.
After fighting the first Loom Warden you'll find yourself in a room with a chronosphere and a grapple point (red) above it. Grapple up to find the armour.
8: Black Throne
In the third tower you will come across some red crystals (bomb them) destroy them to find your armour.
9: Eden
On the way towards the Tree of Knowledge run out into the lake area and search to find a piece of armour, a wrath shard and some other items. If you missed these the game is fibbing when it says you can't go back, the portal next to Azrael in Leviathan's Draft takes you back here.
10: Ashlands
Ride behind the first two towers in the Ashlands to find a shadow flight point. Up here is a Champion artifact and some grapple points (red) use these to get onto the roof of the drilling tower and claim your final armour piece.