The warning is referering to the component "Item Slot" components which define where your Item will be spawned when it is equipped.
For example:
By default slot 0 is considered right hand and slot 1 is considered left hand. But you can have any amount of Slots anywhere on your character as long as they have unique IDs.
The warning says it cannot find slot 2 (in the demo it is used for magic items which are equipped in parallel to the rest). You can either add a slot 2 in the character or reduce the "Slot Count" to 2 instead of 3 on your InventoryItemSetManager