The Set Saga, as I have dubbed it is another unique case. There battles, unlike others, took place on Earth, and not DPU. We have less information then we wish on this, and would love a full story of what happened. But as far as we gather, somewhere in California, they ran into the Phoenix, a younger person unaware of who they were... The five, found that in another Dimension, Set was planning on capturing/killing the Phoenix and using her/him for some dastardly plan to do something or other with her powers. Something we are still not sure on. According to information gathered, they traveled to other dimensions and fought, just as the other groups did. But in there case eventually Set brought the fight to earth, sending assassins to Earth to kill them, or capture/kill the Phoenix.
They fought many battles over long periods of time. Often, one of them would take Phoenix away when they felt his presence approving, or one of his minions. As we gather, there group has split of recent. Not willingly but they have. Luckily a final conflict with Set was reached, they all fought and seceded in his defeat. Except for that, either they all died, or all but one died in the battle. Luckily some goddess or other force, brought them all back. My own personal theories say that either it was a young Creator from the DPU Wars who had given birth to 8 children in DPU that brought them back by doing so (she said that she believes them to be creators that she had given links to by doing so, or some other wording), or that the Phoenix had revived them unknowingly.

The Crimsonian Story

The Creator Wars

Of Sun and Moon