Question and solution for this prob.
1) Wasnt this set with helm(Pandemonik mask) instead belt before ? who got brilliant idea to change it???
2) As for solution - change Baal belt in ses.kfs/items.txt from belt to anything you want just not to match with other items in set. So weapon/regalia/gloves are taken, you can change item type for Baal belt to : helm , boots, artifact, shield, armor. Save file after changes and start game to see if it works now.
Gl