The crystal dragon helm is found inside Orobas's tomb; the scorpion helm should be dropped as loot after you leave the tomb and defeat the group that confronts you then. Did you look around for loot bags you may have missed, etc?
In the original release of D2:ED the complete ten piece Scorpion set could be found in Kali's flying fortresses. The D2:ED sets were moved around in DKS, and additional ones added.
Armor sets (DKS) /
Dragon Armour
