After completing one campaign mission and starting another, I noticed that my hero had retained some items and lost others. Of course the dynasty weapons carry over, but it looked like my "Set items" also carried over. How can I tell whether an item will carry over to a subsequent mission?
Like you said, Set items get carried over along with the dynasty weapon and some plot items (Anastasia's comb). All the other items regularly appear across missions (Just how many helms did Sandro make?!).