Filming locale (3)
I believe the answer is:
'filming locale' is the definition.
(I've seen this in another clue)
This is all the clue.
(Other definitions for set that I've seen before include "Go below the horizon," , "Class" , "Place - become rigid - adjust - group of tennis games - fixed - clique - fall beneath the horizon" , "Harden; fixed; group" , "Ancient god" .)