They are Ankheg shells, and if you want you can take them to Cromwell to make an armour out of one of them. However, I'd advice against this, because 1. it will cost you (if I remember correctly) 5000 or 7500 goldpieces to have him make it for you, 2. you probably have much better armour by the time you found those shells (I believe it has AC: 1 which is not very good) and 3. if you have Cromwell make the armour and then sell it, it will not compensate for the huge cost involved in making it.
So I'd just leave them lying where they are
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Amy Brown Fantasy Art