I know it sounds ridiculous, but I can't equip a shader into my armor, I just got to Destiny 2 on PS4 ... And Destiny 1 was easier
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Allo there, Make sure you have a shader in your inventory then when inspecting a weapon or armour piece, press down on the D Pad which opens the appearance section. You can then apply your shader in the first box and any ornaments you've found (skins) in the second box.