Norns are known to generate high amounts of body heat with lightest exertion. Mylla realized that the Valkyrian armor came at the cost of living in an oven. Hence she decided to put together pieces of armor that can help her vent the excess heat.
Horns of the Dragon
Stag Chausses (there is no other way of getting around this stag combo without leaving an imperfection :P)
Unlike the noble Valkyrie this look has a more sinister touch. (Entropy)