Welcome to the board morningstar!!!!!
Congats on making it to the Cooollasium...
The only way to get conch shells is to kill 'Crabs'. 'Crab O the Sea' drop the conch shells,when you kill them. (It is somewhat random.)
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..If your having such a hard time finding them...and need more then 1 set...check the 'BEST TIPS' thread..page 4...breather TIP, multiple.