*Tyrant's Stride can be found in Ancient Passage, which is made accessible during the quest Withermoore's Soul Jar. On the left side the passage there is a statue, climb the ladder to reach it. Interact with the statue to get the Tyrant's Stride, but don't equip it just now, it's cursed. You will need 15 Wits to notice the item when interacting with the statue.
*Tyrant's Helm can be found at Decrepit Ruins.
For reference, look to the courtyard down the steps from the Hollow Marshes - Ruined Castle waypoint, the area in which you first help Gareth survive a Magister attack.
After a brief dialogue with the remaining Magister, one can use Bless to cleanse the Cursed lever near the corpses. There is a Source tap nearby in the room if you're in need.
NOTE - Using the Tyrant's Helm to cast Purge one too many times will summon a demon, leading to combat.
*Tracks of the Tyrant can be found on top of the tower to the NE of Fort Joy, along the coast just passed where you encounter Windego. You will need to be upon the adjacent cliff to teleport someone inside the tower to collect the loot within. There are lightning clouds in the tower, so it's hard not to see.
*Heart of Tyrant is in Dark Cavern, atop a brazier. You will find this when doing The Vault of Braccus Rex quest.
*Hands of the Tyrant, is inside a coffin at Braccus Rex's Tower. You need 18 Strength to open it. Or use a trap disarm kit on the tomb lid and it will trigger a poison trap. The gloves will also fall out of the tomb. The tower is located at the back of The Gargoyle's Maze. Coordinates: x:589 y:678
Tyrant's Stride can only be found in the statue with 15 or more in the Wits attribute, if you don't have this, consider using: Peace of Mind scroll to increase wits by 4. Puffball + empty potion bottle to create a minor potion of wits, increasing wits by 1.
All items except Helm have some sort of negative status effect, but they get removed when you wear complete set on one character.
All items require 11 Strength to wear.
The Helm can be used to destroy The Shriekers.
Band of Braccus is not part of this set and has its own quest: The Cursed Ring.