Protector's Set - Which Dungeon?

Left-side gear come from boss coffers.
I've only ever seen body piece from last boss coffer, belt I'm uncertain about, but hand, head, legs and feet I've seen from both first and second bosses.
As far as I can tell, no gearset is exclusive to one dungeon, so you should be able to farm a single dungeon to get what you need, RNG allowing...

Boss coffers of course also drop crafting mats, but each dungeon also have two coffers that guarantees a right-side Darklight piece and two that just drop potions. (In Halatali after you zone to last area, if you go backwards you find a coffer there)

funny thing, I got the gauntlets from a retainer quick exploration venture, thanks pollo you are a good friend :)

My FC mate got the gauntlets in Halatali hard from the first boss.