I see, I'm glad that was the problem.
Your ItemSetRule is still incorrect though. I would recommend you read the integration documentation and watch the integration video tutorials again, at least for the segments about ItemSetRules:
The character controller is seamlessly integrated with the Ultimate Inventory System allowing you to use the Ultimate Inventory System inventory rather than the inventory included . . .
opsive.com
The issue is that now you must have both a left and right weapon equipped for an item set to be created.
I would recommend you make at least three rules
One for the Bow, usin the Bow item Category in Slot 1
One for MeleeWeapon, using the MeleeWeapon (or Sword) Item Category in Slot 0
And then another one for Sword and shield using a MeleeWeapon (or Sword) in Slot 0 and a Shield in Slot 1.
If you do not do that then you'll be able to to combine any item toghether when equipping, for example bow in the left hand and sword in the right... which would make it a bit hard for the player to fire the arrow and swing the sword at the same time.
Check the integration demo to see how we've setup the Item Set Rules, you'll see that we have a few more.