Recently overhauled a cheaper version of one of these headsets on an aluminum OCR. In the top row, the second part from the left is the bearing, goes into the cup in the orientation in the second picture. The third part is the split ring, it goes above that, oriented as shown in picture 1. The forth part is a dust seal, it goes above that, oriented like in picture 2. Fifth part is next, oriented like in picture 1. I suspect the two split parts furthest to the left do not actually belong to this headset, perhaps someone was trying to use them as spacers between the headset and stem.
I also found a .25mm spacer was needed between the split ring and the dust seal, otherwise the dust seal would grind against the headset cup, this may or may not be necessary with yours.
These are the spacers I'd grab if you find you need one, some bike shops will have them in stock if you don't want to order a 10 pack.