Use the recipe Seasoned Midgardsormr before this fight, skip to the end of the video to see my equipment loadout. I also equip the Key of Prosperity.
The key thing is to keep warp striking him with the Ragnarok sword, and get a lot of counters to build up the armiger gauge (i used the armiger boost accessory), then unleash the armiger attacks while targeting his head. Seems to take about 1/4 of his health before the horn breaks. If you get good, you can break it in a few minutes, then run away and repeat till you get the rare wind-up lord vexxos.
Took about 3 tries to get it, but it's a rare drop so you might not be so lucky. I've collected two so far, and am working on getting at least 6-8 before this hunt is over (hopefully).
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https://www.youtube.com/watch?v=KM7AYWH13TI
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Song is Sonny Moore - Copaface 2
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https://www.youtube.com/watch?v=SPYnMOrB-7o