The Shoulder can be acquired by using an Undaunted key on Urgalag Chief-Bane'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 Falkreath Hold which is part of the Horns of the Reach DLC and located in Craglorn. 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.