Just to add, another way to get it is combining your excess or duplicate unique swords as I have obtained my Blizzard sword that way. I had to sacrifice 2 identical unique swords but its worth it as I have completed my set.
Did you know that earlier when the game is new, you could actually purchase the unique item of your choice individually? You could buy a whole set or by piece. So if you are missing something and have no patience in the shop waiting, buy it with real money. That actually last until the middle of 2017 I think. At least that time there are more chances to acquire uniques but its not CHEAP.