Personally, I wouldn't bother trying to "connect" it to the neck. What I'd suggest you consider doing is to wear a body suit/skinsuit top that goes up to your neck and attach the gold pieces to it. The headpiece is then worn on your head, and if you want a "chain" (what it looks like in the front of the first DA pic to me anyway) you can either paint or make a fake and attach it at points down the front.
To make the helmet...I'm not sure. I'm inclined to say some 3mm Sintra, but I lean towards fabrications first and foremost. You could probably make it from fabric easier, if you have some wires to hold the shape. And use thinner fabric where your eyes is.
From the picture on DeviantArt, I think the biggest concern in this costume is the ankles, which appear to float on those cyan orbs. You could have your own ankles covered by those orbs, but some folks might not accept that. It's hard to say. Is this going to be a "walking around" costume or a "contest" costume?