With a bit of research, I have created two armour sets that can:
1. Offer some defense against all four damage types
2. Offer a bonus to all of your weapons
3. Offer other bonuses
The first: Gun/Sword, AKA the Duelist
Helmet: Divine veil/Justifier hat (This is down to preference really, fiend damage bonus Vs whatever-the-justifier-hat-offers-over-it)
Armour: Divine mantle/Justifier jacket (Also preference, but I should note that you should go veil/jacket or mantle/hat to get the balance needed)
Shield: Barbarous Thorn shield
Weapons: Any sword and gun of different elements, I.E Barbarous thorn blade and Argent peacemaker
Result: Defense vs every damage type, Handgun ASI, Sword damage boost, Stun, fire, shock and curse resistance, possibly fiend damage bonus if you go with the veil.
The first: Bomb/sword, AKA The Riot control
Helmet: Any Demo helm, as they will all offer a bomb bonus, and normal/elemental damage resistance
Armour: Radiant Silvermail*
Shield: Barbarous Thorn Shield
Result: Defense vs every damage type, Sword damage boost, Poison and curse resistance, Undead damage bonus, and whatever bonuses your helmet of choice gives you.
If you can find any similar loadouts that follow rules 1 and 2, post them here.
*Get a demo suit as costume armour so you look like the title (though not nessecary)
Addendum: Swords of differing elements is not required for Duelist, but is reccomended for extra damage on at least four enemy types.