Post by Nulgar
Those sets are created and updated by the site admins, with a good dose of user feedback, of course.
Is your setup a)
truly a "set" in that the individual pieces were clearly created to fit together, as hinted by identical bits of the textures and/or same level range/source dungeon/raid, or b)
is it just "random" pieces that look good when put together, a custom set?
you can mention it here (or email it to the admins directly) to suggest it being added, either as a new set or as additions to an already existing set that yours is a lookalike of. If you haven't already, check each item's page to see if it already links to a transmog set, you can then comment about those items that are not mentioned by the set list itself or by other comments below - every once in a while, the admins go through those comments to add more fitting items to the list.
that's not what Wowhead's Transmog Sets feature is for (it would explode from the sheer possible combinations)
I'd suggest looking for forum threads to share your custom set with others - on Wowhead, I couldn't find any general transmog dicussions (which kinda surprised me) on either the Druid
* and Rogue
forums, just threads about e.g. missing pieces of a set people were working on.
You can created a thread either just to show off your set, or ask others to post their sets (cleverly disgusing your showing off your own set :P)
However, I think one of the reasons there are no threads like that here is because you can't post images in forum posts.
I do know of quite active threads over at MMO-Champion's forums, Druid
* checked your profile and noticed you're a rogue, however, unless your set includes rogue-only items, it is interesting to druids as well ;)