My character can wear these two headgears together:

-Faded Visor

-Yellow slicker hat

And I get bonuses from both items +1 Luck +1 Charisma

I tried several other combinations but they didnt work. Maybe others could do too...

Is it normal or is that a bug ?

I'm guessing it's a...bug/mistake. Willing to bet that the game classifies the visor as glasses. You can wear a helmet, or glasses with a hat. Try this:

Hat + any glasses

Visor + any hat

No I can wear all those three: Faded Visor+ Yellow slick hat + any glasses...

But it doesnt work this way: Faded Visor+ Any headgear other than yellow slick hat + any glasses

It's the classic Dragon Priest Mask bug from Skyrim, I imagine - where there's actually a hidden slot for hoods, and long story short, you can wear dragon priest masks with some other headgear.

Here, it seems, that auxiliary slot has been used for... either the hat or the visor, and the result is stacks of cosmetics. Interesting.

I combined many different headgears it didnt work.

I also combined faded visor and yellow slick hat seperately with different types of headgears it didnt work.

STrangely only these two can be combined.

ANyway I count it as a bug and continue playing only wearing one.

Fallout 3 and later had lots of slots.
Head, eyes, mouth, perhaps forehead or ears, nose

First is the actual item slot. Then you have hide slots, gloves in Skyrim uses hand slot, long gloves also hide lower arms

You have three item slots on the head: hat, glasses, face. For example, you can have a fedora and sunglasses and a bandanna.

Some headgear items take more than one slot. For example, the assault gas takes up all 3 slots (IIRC).