I have completed the 4 previous armor steps. For the headgear (#5), the mist-entangled item is supposed to be bought from the VM Vendor. I actually did see that item, and bought it, though I noticed nothing incremented for me as it had with previous purchases. Regardless, I went to Sly and bought the 5 required items from him, but the box that takes the Mist-Entangled item did not work. When I checked the actual achievement, the Mist-Entangled item was NOT listed as having been obtained. I went back to the VM Vendor -- and now the item is no longer available. Apparently the flag that removes the item from her inventory was flipped when I originally bought the item, but the flag that adds it to your collection did not, which means I am now completely stuck with no way to finish the headgear.