Ulthring's set can be gotten by Mindreading Stone, Xanlosch (in Stone's flying fortress), Raze and Kali.

The Lord of Chaos forged part of his soul into the Sword of Lies to give to Ulthring, the battle mage in charge of the Black Ring army during the previous war with Rivellon (some 700 years before DKS, as described in the Divine Divinity pre-story). minor DD spoiler:
Your character destroys that sword at the end of Divine Divinity, which is presumably why Ulthring's set has no weapon.