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All eight pieces can be picked up from fallen enemies at the Essence Reserves. The glove pieces and the overtop bands can be acquired from other areas prior to the Essence Reserves.

Note that 9.4 of the Cut protection from the set in the image is from the Lost Prospect Mask. The real total Cut protection of the eight pieces is around 2. The mobility stat offered may also be a point faster, as the Lost Prospect Mask is somewhat hefty.