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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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.