Celestial is only by crafting. It is account bound when made and soulbound once used or upgraded. The recipies for exotic celestial can be bought on the trading post. Each piece also needs 5 Charged Quartz Crystals, which means it takes 5 days to craft a piece.
You can only make one charged quartz crystal per day. You do this by taking 25 quartz crystals into your inventory, going to a place of power (a hero point that you channel), and interacting with the hero point.
You get globs of ectoplasm by breaking down rares and exotics over level 67. You should only use a Master Salvage kit (or its equivalent versions: Mystic Salvage Kit and Silver Fed Salvage-O-Matic) or a Black Lion Salvage kit to try to get ectos.
Making any ascended armor is more time consuming and expensive than making exotic armor, yes.
Right now you can also get charged quartz from the personalized wintersday gifts. Not sure if you can get the from the regular as well. I’ve only gotten them from the personalized ones.
Edit: For greatsword, mace and shortbow you can also get them as drop/buy from TP in the form of Crystal Guardian, Shiverstone and Stardust.
I wouldn’t worry about it. Once I wanted a celestial set, but the more I learned what was required the less it mattered. I’m getting by easily without it.
