The Ghost Armor is the dark stealth outfit Taka made and Yuna gives Jin during From the Darkness. It slows enemy detection, gets you into Ghost Stance faster and makes kills scare nearby enemies, so it fits a hit-and-vanish style.
Progress the main story to From the Darkness. The armor comes as a full set: headband, mask and body piece.
Stack it with stealth charms if you like clearing camps without a fight. Jin also carries a third, shorter blade on his back while wearing it, though it has no use in play.
The Righteous Punishment dye comes from choosing to kill Lord Shimura in The Tale of Lord Shimura, and Vow of Vengeance from sparing him. You can get both on one save: after the credits, abandon the tale from the journal before leaving the hideout, then replay it and pick the other choice.
Ghost Headband
Ghost Headband is a headband you get from "From the Darkness", a main story tale in Jin's Journey. There is nothing to search for: play the tale and it arrives with the rewards.
Ghost Mask
Ghost Mask is a mask you get as soon as you start "From the Darkness", from Jin's Journey. It is a story reward, so playing the tale is the only way to add it.