I am not sure that you can heat weld Nylon due to its higher thermal threshold. It may be that you end up gluing the pieces together with adhesives. I would use something like a 2 part epoxy rather than Gorilla Glue or super glue.
My only question is why CF-PA? I have build a few dozen cosplay models and I have only ever needed ABS or PLA. I tend to use ABS because I can bond the parts fully with a bit of MEK or Acetone (depending on which I have on hand at that moment). Those parts are plenty strong enough, hell, even the armor feels heavy like it should.
The only reason I could see the use of CF-PA is the idea that the part will be stronger, which it will be. But unless you are going to be taking a hit to the face while wearing it, I do not believe it is necessary. The cost savings on material alone is a good reason to stick with ABS or PLA.
My apologies for being direct on this one, I see this question come up every so often and I try to use my experience to give a good perspective on the core question. To be fair, I thought the same thing when CF-PA started to come out but after getting my first few models printed, painted, and displayed I did not see the need for it.