Set has been in Shine since The Storyline from Hell, and had a role in Fangirls Are Hell, but was written out of the actual timeline after the reboot in Shine or Die.
Integra (thinking): This seems almost familiar…
Seras: Don’t worry, Sir Integra.
He’ll win. My Master will win!
Integra (thinking): But it’s impossible! A demon of Hell, here?
Nothing like this has ever happened before in the history of England!
Sett: I resssent that.
Incognito: Tell me about it.