It seems like undaunted will probably be drop from their chest rewards for doing the weekly(daily?) undaunted dungeon quests. I'm betting that both the thieves guild and DB armors will be drop sets as well - I hope I'm wrong, as it seems all the coolest armor in the game is part of a pre-existing set (that isn't always that great - looking at you Akiviri), leaving us unable to create our own (plus the need to mix/max with other armor once it gets to more than the 5 piece set).