Zaan is a Monster Set (Helm and Shoulder) available in light, medium or heavy armor. It drops in the Zaan (unique) style.
The 1-piece set bonus adds 833 Spell Critical.
2-piece set bonus: When you deal damage with a Light or Heavy Attack to a nearby enemy, a beam of fire will connect you to your enemy. The beam deals 3440 Flame Damage every 1 second for 5 seconds. Every second, this damage increases by 50%. The beam is broken if the enemy moves 8 meters away from you. This effect can occur every 18 seconds.
The Shoulder can be acquired by using an Undaunted key on Urgalarg Chief-Bane's chest. The Shoulder type, weight and trait are RNG based and can be from any dungeon this NPC gives Pledges for.
The Helm can be acquired from Scalecaller Peak which is part of the Dragon Bones DLC and located in Stormhaven. The Helm is guaranteed to drop from the final boss in veteran mode only. The weight and trait are RNG based.
You can mix-and-match Monster Set shoulders and helms from different sets and add two 1-piece bonuses to your build, or wear a complete set to take advantage of the full 2-piece set bonus.