I have run through the entire Halo series on legendary except for Halo Wars. My waypoint says that I’ve completed all missions on legendary, yet I do not have the Helioskrill armor. I am on the same profile that I used for the other games. Is there some time between when you complete the campaigns and when you get the armor?

Did you unlocked the Legend achievement in MCC? I think the armor is tied to the achievement itself.