Shadow Strykewyrm Set is apart of the new Strykewyrm collection that can be obtained through Mega Crates. You can also obtain this set by doing the Strykewyrm Minigame and collecting the the Strkewyrm Shards and combining them when you're at 5000 shards.
Can be obtained from the following Boxes and Chest
The Strykewyrm Collection sets give a whopping 25% Drop Rate, 25% Double Drop and 20% Luck
At the moment, the price of the Shadow Strykewyrm Set is roughly: 525-750M DScoins