I'm grateful to Allen Hatcher, who pointed out that this answer was incorrect. My apologies to readers and upvoters. I thought it more helpful to correct it than delete outright, but read critically.
If $X$ and $Y$ are cell complexes, finite in each degree, and two maps $f_0$ and $f_1\colon X\to Y$ induce the same map on cohomology with coefficients in $\mathbb{Q}$ and in $\mathbb{Z}/(p^l)$ for all primes $p$ and natural numbers $l$, then they induce the same map on cohomology with $\mathbb{Z}$ coefficients. To see this, write $H^n(Y;\mathbb{Z})$ as a direct sum of $\mathbb{Z}^{r}$ and various primary summands $\mathbb{Z}/(p^k)$, and note that the summand $\mathbb{Z}/(p^k)$ restricts injectively to the mod $p^l$ cohomology when $l\geq k$. One can take only those $p^l$ such that there is $p^l$-torsion in $H^\ast(Y;\mathbb{Z})$. (I previously claimed that one could take $l=1$, which on reflection is pretty implausible, and is indeed wrong.)
We can try to apply this to $Y=BG$, for $G$ a compact Lie group. For example, $H^{\ast}(BU(n))$ is torsion-free (and Chern classes generate the integer cohomology), and so rational characteristic classes suffice. In $H^{\ast}(BO(n))$ and $H^{\ast}(BSO(n))$ there's only 2-primary torsion. That leaves the possibility that the mod 4 cohomology contains sharper information than the mod 2 cohomology. It does not, because, as Allen Hatcher has pointed out in this recent answer, all the torsion is actually 2-torsion.
It's sometimes worthwhile to consider the integral Stiefel-Whitney classes $W_{i+1}=\beta_2(w_i)\in H^{i+1}(X;\mathbb{Z})$, the Bockstein images of the usual ones. These classes are 2-torsion, and measure the obstruction to lifting $w_i$ to an integer class. For instance, an oriented vector bundle has a $\mathrm{Spin}^c$-structure iff $W_3=0$.
[I'm sceptical of your example in $2\mathbb{CP}^2$. So far as I can see, $3a+3b$ squares to 18, not 6, and indeed, $p_1$ is not a square.]