The Shoulder can be acquired by using an Undaunted key on Gilirion the Redbeard's chest. The Shoulder type, weight and trait are RNG based and can be from any dungeon this NPC gives Pledges for.
The Helm can be acquired from Vaults of Madness which is part of the base game and located in Coldharbour. The Helm is guaranteed to drop from the final boss in veteran mode only. The weight and trait are RNG based.
You can mix-and-match Monster Set shoulders and helms from different sets and add two 1-piece bonuses to your build, or wear a complete set to take advantage of the full 2-piece set bonus.