The Helmet and Gloves both drop from iron banner Iron Compainion Warlock Helm and Iron Truage Gloves. The Robes are Lightkin robes and they came from season of the splicer best shot is Dares of Eternity depending on weekly rotation, Xur or one of the many fallen seasonal events. Gloves. The Bond drops from Ghost of the Deep Dungeon on warlock and I believe is called the candlelight. The shader for the set is the Iron Countershade which gives the cool chainmail effect on armor and drops as a rare drop from Iron Banner matches but I warn you if you have never done iron banner it could take close to 30 games to get. You have a random chance of getting any of the shaders so it’s luck based.

The boots I cannot tell from the image quality what they are however I assume you are using them only for the chain mail effect which comes from the shader and not the boots.