At Elga boss in the third form when you destroy his shield, you have to kill the eye that he spawns after its dead chests will spawn and there you get materials for the rare bdl set you can exchange it at a npc in black claw nest.
You need to craft Normal grade pieces as part of ingredient to make a rare piece. Example : [Norma] BDL Helmet + 5 key of lights, +25 sealed crystal = 1 [Rare] BDL Helmet