The four armor parts are in the following stages:
Overdrive Ostrich- You will find the leg parts here. Right after the part with the speeder bikes and the heart tank, there is a wall you can use Spin Wheel on. You receive Spin Wheel from beating Wheel Gator.
Wheel Gator- You will find the upgrade for the X Buster here and you will need the leg parts. Right after entering the Dinosaur Tank, you will see an area that goes up and a hole to jump down. Use the boots to dash toward the wall and climb up.
Morph Moth- The armor upgrade is here, and you need the Spin Wheel. There is a hidden floor right after the first magnet room with orange supports in the foreground.
https://vignette.wikia.nocookie.net/megaman/images/f/fc/MMX2...Crystal Snail- The head part is here. Directly after the miniboss will be a green block, and after that is a hole. Slide down the hole on the left side and it will lead you to the head piece.