Just like the title says - I picked up the Pale Rider’s Ensemble for my DK. I used it and the chat window showed all the pieces were unlocked. However, it’s not showing as unlocked on my DK. Other sets that I unlocked previously are available for the DK, but the Pale Rdier’s Ensemble still shows as greyed out.
I also recommend deleting the cache folder in the Retail folder. That thing does wonders at times.
Let me go check all of my characters to make sure I have all of the ensembles. I bought them all on my Paladin, but haven’t checked to see if they’re all actually showing up.
Edit: all of mine are showing up. Also make sure you don’t have any of the filters checked and try the search box. The ensembles should be towards the front of your listing, but easily get lost in the window.