In Horizon Zero Dawn the protections available are all mostly purchased from merchants normally found during the adventure. However, there is a secret armor that grants total defense and obtaining it even unlocks a trophy in the game.
The armor is located in a Bunker which can be found early in the game just east of Mother's Crown and southwest of the Demon Thirst ruins. Visiting the Bunker will unlock the Ancient Armory mission, but the armor UltraWeave it is sealed in a room and to access it you will need to find 5 Batteries that are scattered around the world.
The areas they are in will automatically unlock as the story progresses, and you will visit them all in the normal course of the adventure. To avoid having to go back, the best thing is to collect them during the main missions.
1 battery
It is found in the underground structure that one falls into at the beginning of the game when Aloy is still a child, she is found east of Mother's Vigil.
Go inside, turn right first, then left, go up the small set of stairs and turn left again, and go straight through the door in front of you; then go down the two flights of stairs and force the door with the spear.
Go straight on and go up two more flights of stairs, on the right you will find stalactites to obstruct the passage that you can break with an attack with the spear (R1), beyond them you will find the battery.
