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I don't really feel a lack of artifacts. I think the quantity is sufficient; everything that could be conceived has already been conceived. Perhaps artifacts that grant some interesting abilities to the hero, rather than the usual things like increasing attributes, etc.
A set from sets? What's the point? Let's say you combine a set from "The Succession Wars" and a set from "Shades of Darkness" (it seems possible in terms of slots), and what will we get from that? IMHO, it's pointless. In general, of course, it's possible to create a campaign dedicated to the coolest set – the set of dragon artifacts. Or a set for necromancers, similar to "The Shadow of Death." But I don't think it would be super interesting...