The Kepler extended mission, also known as K2, has provided the community with a wealth of planetary candidates that orbit stars typically much brighter than the targets of the original mission. These planet candidates are suitable for further spectroscopic follow-up and precise mass determinations, leading ultimately to the construction of empirical mass-radius diagrams. Particularly interesting is to constrain the properties of planets between the Earth and Neptune in size, the most abundant type of planets orbiting Sun-like stars with periods less than a few years. Among many other K2 candidates, we discovered a multi-planetary system around EPIC246471491, with four planets ranging in size from twice the size of Earth, to nearly the size of Neptune. We measure the mass of the planets of the EPIC246471491 system by means of precise radial velocity measurements using the CARMENES spectrograph and the HARPS-N spectrograph. With our data we are able to determine the mass of the two inner planets of the system with a precision better than 15%, and place upper limits on the masses of the two outer planets. We find that EPIC246471491b has a mass of 9.68 Me, and a radius of 2.59 Re, yielding a mean density of 3.07 g/cm3, while EPIC246471491c has a mass of 15.68 Me, radius of 3.53 Re, and a mean density of 19.5 g/cm3. For EPIC246471491d (R=2.48Re) and EPIC246471491e (R=1.95Re) the upper limits for the masses are 6.5 and 10.7 Me, respectively. The system is thus composed of a nearly Neptune-twin planet (in mass and radius), two sub-Neptunes with very different densities and presumably bulk composition, and a fourth planet in the outermost orbit that resides right in the middle of the super-Earth/sub-Neptune radius gap. Future comparative planetology studies of this system can provide useful insights into planetary formation, and also a good test of atmospheric escape and evolution theories.