I have completed the Throne of Calus Prestige challenge today but did not recieve the ornament for my SoS (Insigne Shade) Helmet.
Others have stated problems with all the Season 3 ornaments for the SoS specific gearset.
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The requirements to unlock ornaments for the SoS and EoW raid gear are a lie. It's been like that ever since EoW was released. But don't you worry. When they release EoW and SoS Prestige mode they will update the requirements and you will be able to earn them.
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Hey i'm in the same boat. I got an SoS Helm. I then went ahead and did the challenge on the Calus encounter on Prestige leviathan. I was using my warlock with the helmet equipped but I still am not able to apply the ornament.