I consider this to be the most suitable look for anybody who loves Volcanus and also the Ninja Style. For sure Chaos Gloves do spice things up a bit and complement Volcanus's burning effect.
I tried many shades of gold and Flare is the most suitable for this outfit. You can use multiple types of shadow or black dyes. I would recommand you to Shadow Turquoise or Shadow Abyss.
Instead of Protector's Helm you could also put Phantom's Hood as it suits Chaos Gloves' look.
For Shoulders you could experiment, I chose to keep them simple for this matter. You could also replace them with Spellbreaker's Redoubt or Burden of Koda.