To elaborate, most mod armor sets have more than 4 pieces. As long as you have 4 pieces equipped, it will work.
Some have body armor and pauldrons separated, top and bottom, separate boots and shin guards. Belts, packs, underwear.
What kind of character are you playing and what kind of mods so far?
If you are not wearing a helmet because you want to see your character's head, the invisible helmet mod would probably be perfect. It makes all vanilla helmets invisible, but mod helmets are still visible.
If you are wearing the Aethereal crown, you need an alternate slot item. There are thousands available to pick from.