The Stone set can be aquired by killing the Slime Lord. To get to the slime boss and kill it, you must first upgrade your hammer and your axe to max (Octotinium) level.
Then you must use the axe to enter the cave under the tree stump in the forest (see picture)
Inside the cave you will find a green slime pond. Use your watering can on it and you will fill your watering can with slime. Next head over to the cave that is blocked by a big boulder (see picture)
Inside the cave walk around untill you see a hole, drop down the hole and the boss fight start.
Hit the Slime Lord with your hammer untill he starts to boil, when he boil, use your watering can with slime on him.
Rinse and reapeat untill dead. after fight is over walk into the spawned opening and 2 chests can be found.Stone set and a Shadow Plum is the reward.