Kjalnar's Nightmare is an outfit style, items included are battle axe, bow, mace, mask, shield, shoulder and staff.
Location: The Kjalnar's Nightmare mask can be obtained by completing the veteran mode "Unhallowed Grave" dungeon, the shoulder can be obtained from the Undaunted pledges rewards. The Kjalnar's Nightmare weapon styles can be purchased in the Crown Store (limited time only).