I'm not certain what you mean. I have DKS on steam and I've never found any "Shadow Knight" pieces in the ED part - and I did all the quests I could find, so I'd expect to have found at least a piece or two if they were around. Also, ED is fairly well documented on the internet, and I can't find any reference to the set.
I can't comment on FoV because I've only just started that part, but I suspect that restarting ED (rather than just starting from FoV) won't get you the set.
If you mean the bonus sets you get with Steam, then yes, those three sets (Mining, Annihialator and Orobas) will be in your inventory at the start of ED, although you won't be able to equip them until you're level 15. Once again, I don't know if you get them at the start of FoV, but you wouldn't want them anyway - they're great at level 15, but I replaced them with better armour by the time I hit level 25, long before I reached FoV.
