The 2, 4 and 6 piece set bonuses are granted for wearing that many different pieces of the same set. So, if you were wearing two of the same item from the set (e.g. two of the same ring, or two of the same bracelet) whilst your hero would be wearing four pieces of the set, they’d only be wearing three different pieces of the set, and thus only get the 2-piece bonus.
Or do you mean your hero is wearing four different pieces of the set, and only getting the 2-piece bonus?