Right, the Undaunted chests are shoulders only as far as I’ve seen. And the monster sets only are for two pieces, shoulder and helm. For the rest there are still other item drops you can get out of the dungeons, but for a lot of the builds they recommend either crafted sets or overland sets (zone bosses, delves, dolmens, etc).
From the Alcasthq all of their builds tend to include 3 recommended sets for that build. Gear Set #1 is basically the top recommendation, Set #2 is an alternative that may be easier to obtain, and Set #3 is the simplest set to get for those just starting out the build at CP 160+.
So looking at the Focus NB build you mentioned, they do suggest Velidreth for the monster set for their top choice. But you may want to start off with Gear Set #3 first and then improve to the top level recommendations from that point. That’s what I did on my Sorc build … went with #3 and upgraded as I had the opportunity.