Find the following sword pieces by searching the corresponding locations:

SWORD PIECE - LOCATION
Metalguard - Black Mountains (Hall Of Thousand Icicles). Go past the part with the sparkling ice walls.
Hilt - Fortress of Ghosts (Last of Its Kind). After destroying the Boss, one of the doors unlocked will have the piece.
Blade - Kordava (Marketplace East). Before meeting Zairin's uncle, explore the area. A small alley to the side has the piece.
Pommel - Keshan (The Labyrinth Continues). The stage's loading picture is a clue to its location. Locate that exact room with the swinging blades. If you have the area map, the room with the piece is in the southwest corner.

When facing the Vulture cult for the first time in the mountains, do not fight the cultists. Instead, evade them and run directly to their pack horses in the distance. You can get the Horned Helmet that increases your armor. Just be careful because the pack horses can kick you off your feet.