I only really know one about Set but I’ve seen bits and pieces of others. One of these pieces is Set slaying Apep.
What I know of the story is that, after the Gods decided Horus on Osiris’ throne and gave Set the desert, they enlisted Set to protect Ra as his barque passed through the underworld. He was considered the only one aggressive enough to take out Apep/Apophis. Apep wanted to swallow Ra and return the universe to darkness.
While the Ra traveled down the underworld river, Set stood at the prow of the boat. Ahed of his a swallow flew ahead in search of enemies. When it saw Apep the swallow flew back ant told Set. Set took up his harpoon and fought off Apep every night.
Image source: Joan Lansberry.com