Finally managed to figure it out after alot of testing.
When you are a vampire lord.(dont know if it also works as normal vampire)
- Equip blackguard hood / Guild masters hood.
- Equip a circlet
- Equip dragon priest mask or second circlet of a different type (2 dragon priest cannot be combined nor 2 of the same type of circlets)
- Equip Falmet helm.
Voila 3 helmets.
Nice non-gamebreaking bug.