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Last playthrough the Security Head got his right arm severed, and dropped his entire gear set, head arms body legs and weapon.

This playthrough all I got was the arm scematic and weapon, nothing else. Am I screwed this playthrough in reguards to getting this set of armor?
Well, did you trick the PAXes into destroying the big cylinders on either side of the arena? Because that's the trigger for the hardcore kill. Once the two cylinders are busted, no more PAXes will spawn, and Black Cerberus will drop his entire set on death.

And... yes, I'm afraid that there's no way to get the rest of the set on this playthrough without cheating. Shame, but such is life.