The belt is in his stash in the treehouse. The stash is hard to see against the wood.
The chest that's up there? I looted that, but I don't recall getting any pieces for this set in there... I hope I didn't accidentally miss it and junk it.
No. Wrong chest.
Not the big chest, the very small square chest that only appears when you're on the quest for the dragon statue AND you mind-read Charlie the goblin. If you did that and didn't mind-read him, then yes, it's gone.
