scarf is gained in last area of misty abyss, the yellow ! to the right of where you enter. It's rng if you get the scarf or not so will have to save before you go on the ! an reload if you dont get it or head back 1 floor an back to get the ! to reappear for another try.
It's the top middle question mark of level 4 (the last level/the level after the exiled level). You make a save right before walking onto it, and then reload that save and walk onto it over and over again until you get it. Took 6 tries for me.