BUG: if you right click any item from the Wisdom of the Midnight Sun set and choose 'Equip Set' the game close completely without a crash message at all.
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The Wisdom of the Midnight Sun set from the Frostivus 2018 Treasure II

The Wisdom of the Midnight Sun set's name doesn't appear in the LOADOUT tab where you can select any of your complete sets to equip.
You can equip the set's items one by one (head, shoulder, armor, etc), this way doesn't trigger the bug.
When you get all the parts equipped, the set's name doesn't appear, showing only the name "custom set", you can assign a name to this custom set.
You can choose this 'named' custom set normally, this way doesn't trigger the bug.

PD: This same bug happens with the Clockwerk's The Iron Pioneer set
https://dev.dota2.com/showthread.php?t=289946