LOL, You got egg on yo' face!!
That's cured by back-tracking and talking to Eygini (He's the Egg-bearer by Chaos Covenent).
As for the Lords Vessel location in your inventory, it SHOULD be with the other Lord Souls in your inventory. I actually think it will be listed with your Titanite! You did beat Ornstein and Smough right?
And I know exactly where you are.. That place it a bitch! Make sure you keep leveling up your Vitality, you'll need it if you're not fully prepared!
As for armor, it's all depending on how you play. Seeing as you're a Strength-based build with 40 Endurance (After 40, Stamina stops increasing), I'd so go for something heavy that doesn't hold you back from dodging efficiently. I ALWAYS wore Elite Knight Armor +14 with any Str/Dex builds of mine. It's great armor that provides good protection and poise, yet it's light enough for you to move and dodge effeciently!