The protoss are a race of the void. They are deeply connected to the energy of life and existence. They are living creatures, born like animals, but as a result of their culture they are also charged with the energy of the void.
They do not make their armor by gathering materials and assembling it. As they reach adulthood and become a zealot, their energy is very powerful around them. THis energy affects the matter that surrounds them, and like a magnetic field but more complex, their armor begins to form around them over time. It floats perfectly in place. As they mature, the materials that make up the armor change, with the most powerful souls having armor composed of pure gold, the most stable of the heavy elements. It materializes out of the air, they never build it. It is not a part of their equipment, it is a part of their living body.
The psi swords are energy swords, but likewise materialize actual metals into a blade that maintains its shape with energy. It is not necessary for this blade to be metal to be destructive, but incidentally, it is useful that it become a solid object, and membrane of metal charged with energy and held in place by the focus of the zealots energy. Stronger than any material that is NOT a part of the zealots blade, the microns thick blade is incredibly sharp, and can grow or shrink according to the needs of the zealot. There is no stable material that cannot be penetrated by it.
The shield too, is part of this energy, but this is already part of the story.