Just an idea:
What if there were different unique sets in the game ?
-Sets of Armor
-Sets of Jewelry
-Sets of 1H+Shield
-Sets of Dual wield weapons
Now say there were very few special vendors, possibly vendors who could only be interacted with or even found by completing a certain quest.
Or made available by meeting other preconditions.
Those vendors could have 1 piece ( 2 pieces for Armor) of that unique set.
Any given piece of any set would be expensive, let's say from 25.000 gold upwards.
Buying such a piece would then prompt the vendor into a convo with you, revealing the Lore behind it and a rough indication where to look for the missing part, NOT the exact location.
Also, the icon for that location would not be revealed on your compass, and retrieving the missing piece should be a challenge.
I can see how that would be tough to balance with existing items in the game, but there should be game mechanics available to make it work without totally OP-ing such sets, yet give them properties no other items have.
And it would certainly drain those wallets many of us are dragging around.
Not to mention that good 'ol treasure hunting feeling.