it doesn't matter where you equip the sets, as long as you got a complete set. 4 speed, 2 crit chance for example. Whether the arrow is a crit chance mod type or a speed mod type doesn't matter.
An offence mod in the square means that they advice you to equip a offence primary mod on the square slot, regardless of what mod set it belongs to. The square is a bad example since it always has a offence primary. The arrow for example has multiple possible primary stats, so it's possible to equip an offence set arrow with a speed primary, wich in most cases is better than an offence set arrow with an offence primary.
the primary stat increase is the one at the top, the other 4 are secondaries.