Impossible to be certain, because you've collapsed all set bonuses in those screenshots, but it's likely that you've used more than 5 of the same bonuses. Can't do that.
In Mids', click the View Active Sets button, next to the archetype selection menu. That opens a new window with a complete list of all of your set bonuses and the totals. On the right, if you see >Cap, you're over 5 on at least one bonus. Scroll down in that section to discover which bonus is over the limit and in which power it was slotted. You do not have to change the slotting in that power, but you will have to change the slotting in one of the powers with that bonus.
If, for instance, you had six Luck of the Gambler: Defense/Global Recharge Time Reduction enhancement slotted, you'd need to remove one from any power in which they're slotted.
Again, 5 is the limit for any set bonus. So go through your build using that window, note any/all powers with the warning and make the appropriate adjustments.