I believe they drop in the Madness stage of the Virus dungeon
Compendium says they're limited time only but have been part of challenge requirements a few times now.
I want to say one of the dungeons has them because I have about 6 sets and I never remember intentionally grinding for them.
I will point out that the new talisman icons on the character info screen makes this sort of ting SOOOOOOOOOOOO much easier. No more back and forth to the team screen to verify what talismans are on what character
I agree it's great, but will be even better when they get it working properly. Right now the talis icons don't display/refresh after just equipping talis in My Team of arena, gauntlet, etc. So now I'm constantly going back and forth anyways to confirm what talis I've just put on my team every time before I go into battle. Also, sometimes randomly the equipped talis Set Effects area doesn't display anything for some reason now.
Step in the right direction though. Hope they clean that up soon. Nice touch.