Having the same issue. If it helps it was from token drops not the quests
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I got some of the pieces from the quests, and others from the tokens
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i have the quest armor it is also broken. and trying to apply a shader to a FULL set of armor while wearing the styles of the new iron banner armor only on a few of the pieces ALSO doesnt allow you to apply a shader. it will cancel the entire apply for all equipped armor as if you didnt ask it to do anything.