Board Thread:Dark Souls III/@comment-17496033-20160419043701/@comment-4511886-20160420091907

The Shield of Want is found in the first part of Smouldering Lake, shouldn't be too hard to locate once you're there.

Once again, the "in the end, he was no King" line combined with Aldia's talk about a "true monarch" implies that Vendrick wasn't a Lord of Cinder, because he didn't have whatever it was that defined a "true monarch." Also, I don't think Vendrick is ever referred to as anything but the King of Drangleic, whereas I've found references to all of the ones you're trying to 'collect,' along with Gwyn himself.