I have the full armour set from Tombs of the Fallen 1, and the two melee weapons from Tombs of the Fallen 2, as you can see from this screenshot:
I was confused when nothing happened after leaving the second of the new tombs (aside from the standard conversation with the "fallen" person and collecting their item, of course), expecting some direction when I got outside. So I thought, "Maybe I have to bring all of this back to the first tomb?" but I went in, looked around the whole location, and still nothing happened.
I almost gave up, but then I thought I'd take a look at the inevitable Jor Raptor video. Sure enough, he has a live walkthrough, but in his game there's a new cutscene that triggers in Marius's tomb when he approaches the zip line that takes you don't to the map monolith and the smaller vellum copy (I paused it so that I wouldn't see spoilers, but Eivor is seen walking down the steps -- I assume towards the glowing rings on the floor?).
I have transmogged the Fallen Hero Cape with a different appearance that I preferred: could that be the problem?