The devs have confirmed that it's impossible to gather the whole set.
The initial intention of this design just wanted to have a black joke with players, there will be always once part you can't get. You can't get all the parts in one run. I am sorry for this.
You may receive up to two pieces of the set. One piece will be in the chest, and a second may be dropped by or stolen from one of the enemies. Further attempts to steal pieces will result in 100 EP.
Full Suit Bonus:
- Magic item discovery rate+100%
- Get extra EP +100%