Remember those trials you had to do pretty much at the very beginning og IOR?, you talk to 7 npcs, scattered near the Citadel. One of those, north, near the Citadel, but also near the lizard men (is that the name of those creatures?). I think that one gives you the last piece of armor. If not talk to another one of those, i know that's how you get the last piece. Spy game gets complete after you do Frontier, Wandering Isle and Frozen Peak. That is before The Cradle... so keep playing... i know this, i helped some guy a week ago, he had Spy Games, but he wasn't even in Wandering Isle tho. Be patience with Spy Games... you are not the only one trying to do it the minute after getting it.