Leeroy will not invade unless the player has placed the Lordvessel and hasn't defeated Nito yet. Should the player defeat his phantom, they will find Leeroy's armor in Gravelord Nito's chamber.

What is Nito weak to?

Gravelord Nito's biggest weakness is fire, use this to your advantage. Nito is extremely slow and won't attack nearly as often if you aren't in full view. By keeping the central column of the cavern between you and Nito, you can take out the Skeletons and attack him with spells or arrows as he lumbers around the bend.

How do you get Paladin set?

You must have killed the Black Phantom Paladin Leeroy on your way to Nito's lair. After you have done this, you will find a corpse in Nito's room, containing this armor.