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.
Play "From the Darkness". The headband is given during the tale itself, so you will have it as soon as that part of the main story is behind you.
Tale headbands cannot be bought, so this is the only way to add it to your collection.
Ghost Armor
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.
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.