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Metalguard - Black Mountains (Hall Of Thousand Icicles). Past the part with the sparkly 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 thumbnail is the clue. Locate that exact room with the swinging blades. If you have the area map, the room with the piece is in the southwest corner.