You don't lose any of them. If you put all of the 8 and then you can take Konahrik and all 8 too.
And I started a new game because i didn't get the One that's before entering the portal to sovngarde, and I sold one because i didn't know the purpose of them before.
Oh well, I am level 17 already, and I am currently on the mission to the thalmor embassy.

I only have Volsung and Krosis. I used to use Volsung primarily for better prices, but I just got Clavicus Vile's mask which looks better and improves prices the same. I've used it for swiming a couple times too, pretty cool.
Krosis I basically use as part of my alchemist gear. I don't really like their look, so I don't put them on for something like archery.

Good news:-) So we can keep all of them. I didn't know that. I'm gonna go check it. I suppose I'll find the wooden mask in Labyrinthian. No??? Good luck with your new play. And thanks for this precious info.

EDIT: You were right. But there is nothing to see or loot. Just a small room. I expected more. Anyway I have my Volsung back with all the others. The new one might be useful for some characters at lower level.

Thank you
And yes, wooden mask will be by the labyrnthian, laying on the floor by the skeleton. Good luck in your dragon priest hunt and make sure you will send them to the void!

Nahkriin, and Morokei with the mod to give it back it's intended enchantments.

Edit: I like them because they're the most useful to me in terms of what I'm doing currently. Wouldn't wear any other mask besides Volsung/Konahrik.