How To Get Full Umbra Armor

Fast travel to the Imperial City West Gate. Exit the gate and cross the bridge to the main land. After the bridge turn left and fallow the path that runs closest to the water. Keep goin. You will pass a few ruins Eventulay on the right hand side there will be an entrance to an under ground cave thin. It will be garded by a spell dude but he is really easy to kill. Go through the entrance to the cave. Go through all of the rooms.

When you get to the last room in the cave you are on a balcony and she is at the bottom. Shoot her with the bow, unequip all of your armor/weapons and start running out of the cave. SHE WILL FOLLOW. Follow the road back to Imperial City. KEEP RUNNING.

She is very fast and you will have to heal yourself while she is hitting you in the back. It is best to have a few potions of health on you in case you can't keep up with healing spells alone. Run into the city and avoid her by the gates until she starts fighting the gaurds. This will happen almost immediately. The first time I did this I sat and watched her take down 5 gaurds before they finally took her down. I did this with my first character who was a pure Redgaurd fighter and was able to make it with a fairly low speed. I am going to attempt this again this week with my new stealth character and expect it to be a little easier due to my high speed attribute. I hope this helps. 

P.S. Umbra is a great sword but the stats on it go up as you get better with blade.

How To Get Dragon Armor

close the final oblivion gate(the big one)

eventually you will get to the part where merunes dagon is attacking, and martin will light the dragon fires(of course dagon and his men will put up a fight)

After you save the day, a dude(i forgot his name) will talk to you and tell you about the armor.

He will tell you to come back in a week and your armor will be ready.

this armor is really cool looking, and it defends really well too.

Fin Gleam Helm

This is the Fin Gleam Helm. It is light armor, constant nighteye, and can detect life up to 20ft, and breathing underwater. Finding it is not hard, I did it a level 3 with no underwater breathing.
First you must first fast travel to the Anvil Lighthouse. Looking on your map, you should have seen a small islandwest of anvil. Swim there..
The Fin Gleam helm is just west of the island itself, not too far away. Look for the large rocks and there will be a skeleton hidden in between a large rock and a small rock. Now this takes a lot of diving, but it is worth it.