In order to get it, you have to find and collect Captain’s Ashes. Give the ashes to the handmaiden at the Firelink Shrine and she’ll sell you the Millwood Knight Armor set for the price of 23 500 souls.
Captain’s Ashes LocationOnce you are in the DLC area (Painted World of Ariandel), head to the area with the collapsing snowy platform. Now go straight forward until you reach the end. Follow the path to your left. This route will take you to the large platform with the tall, stone tower. Enter the tower and head to the top. You have to climb the two ladders and defeat (or not) two enemies. The Captain’s Ashes are on the top of this tower, on a wooden beam.
Umbral ash of the Captain of the Millwood Knights. With this, the shrine handmained will prepare new items.
Long ago, when the Millwood Knights lost the forest they called home, they began a journey so long that even thoughts of their sworn enemy washed away, replace by a vision of a cold and brittle wood.
Millwood Knight Armor Set Stats & DescriptionWith the Captain’s Ashes in hand, head to Firelink Shrine. Give the item to the handmaiden. In return, she’ll sell you the full Millwood Knight Armor set: Millwood Knight Helm (5 000 souls), Millwood Knight Armor (8 500 souls), Millwood Knight Gauntlets (5 000 souls) and Millwood Knight Leggings (5 000 souls).
When the fabled Millwood forest was discovered it was a vacant ruin. The only thing left was the Ethereal Oak, stood rotting. No corpses were discovered, yet their belongings lay neatly on the ground.