Piercing Spray is an Asylum Weapons item set awarded from Asylum Sanctorium from defeating Saint Olms the Just. If you do so at Veteran difficulty, you will receive the Piercing Spray (Perfected) set items instead, which increases the damage by 50% instead of 45%.
Set pieces are Apostle Style.
2 items: When you deal damage with Arrow Spray, you cause enemies hit to have 153-6600 less against Bow attacks for 10 seconds.
The set consists of Bows in all traits. For detailed weapon stats and set values, see individual item pages by clicking on the links below.
While the description states that 2 items are required, this is because bows are 2-handed weapons, and thus count as 2 items by themselves, so only 1 item is actually needed.