Yea same here. One of the things of note is that the armor is not listed in the ornaments in my collection. It's possible that it is not showing up because its not even in our collections?
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Certain armor sets that are unavailable are "hidden" from us. The Siegebreaker set is still in the api, you cannot see the armor set in game under collections unless you own at least 1 piece from the set. Even then if you only had 1 piece from the set, it would only show that piece and the other pieces wouldn't appear in collections.