Can the Cow King's Set only drop in the Secret Cow Level?

I’m looking to find my first Cow King’s Set Item yet. According to Silospen Drop Calculator the set pieces can drop pretty much anywhere. I have already dropped super rare items like f.e. ‘Griffon’s Eye’, ‘Immortal King’s Soul Cage’ or ‘Crown of Ages’, but haven’t found a single set piece from the Cow King’s. I pretty much never farm the Secret Cow Level. So my question is: can you drop the Cow King’s set only in the Secret Cow Level?