It's likely that he had it custom designed. Shaxx has enough authority and respect in the Vanguard that he would have enough leeway to make such a request. In reality, in the player's position he/she would also have such an option, given that we've saved the galaxy several times over and many players are filthy rich (glimmer, shards, tokens) and so could easily afford to pay for a custom armor piece. There are definitely armor/weapon forges in the city given how many weapons and armor we find just lying around the tower. We, as the player, just don't have access to these armorers because of game limitations.