Warhammer 40,000: Dawn of War II

Assuming you collected all three sets of Terminator Armour from the original campaign you will start with the three of them but they will be unusable until you pick up a Techmarine. Getting a Techmarine and having him repair your gear is story related and can not be missed. It also happens before you reach the Space Hulk so don't worry about that.

To get a fourth set of Armour there are a couple of side missions you can do it on. The first of these is just after the battle of Angel Forge where you have to fight Eldar on Typhon. It's not an easy mission as you have to fight an Avatar, but if you use turrets and the fall back point just behind where you fight it, the battle isn't too bad.

Once you have four sets of Terminator Armour equip your force commander, Tarkus, Avitus and Thaddeus with them and play one of the two Space Hulk missions and this should unlock at the end.