During the Dawnguard quests "Hide and Seek" or "A Jarl's Justice," Gunmar or Isran send the Dragonborn to kill a vampire masquerading as a Visiting Advisor. The full vampire robes set can be acquired from the advisor. Gunmar's targets may also include a Traveling Pilgrim, Traveling Merchant, or Traveling Bard, who may be wearing the gloves. Initially, the vampire will not be hostile. The vampire must be killed to obtain the gloves.
Unlike Isran, Gunmar's advisor target cannot be reported to the Jarl or made to follow the Dragonborn to a secluded location like the other disguised vampires. They must be killed with risk of a bounty.
As a vampire, however, there are two spawns on either side of the table in the lower room with coffins in Castle Volkihar. As a member of the Dawnguard, they can be stolen before or after killing Harkon.