While some may claim otherwise, there is no reason to believe that the Hebrew word “Satan” is at all related to the Egyptian god Set. This is simply a ridiculous claim based on the sound of the name Set-hen, which comes from a language we don’t even actually know how to pronounce. So no, the claim is ridiculous. However, Set and Satan are similar in almost every other way.
In Setian cosmology, gods are understood as Platonic Forms, the essence of things that exist, which carry the characteristics of god. It can be thought of like archetypes, except the Forms are not simply abstract ideas – they truly exist. Set is the Form of individual, independent self-hood, or Isolate Intelligence. You know that deep, seemingly continuous Self that you are almost constantly aware of, that seems able to control your body, that thinks abstractly and day dreams? This is the Form of Set, representing that which is separate from and can go against nature. In popular Egyptian mythology, Set was the “god against the gods”, being a threat to Ma’at and eternally combated (and, of course, eventually defeated) by Horus. This is near identical to the evolving views on Satan over the centuries. It represents separation from God, tries to divide us from God. In Hebrew it was an adversary to test faith in God, and in Christianity it is a literal being trying to eternally separate us from God. Interestingly, one of the oldest meanings of Set is “separator” or “isolator”. Set was so separated from the gods that it is the only deity represented by an animal that does not exist.
In Christian symbolism, God and goodness tends to be associated with light whereas Satan and evil are associated with the darkness. This is extremely common symbolism found even all the way back in Egyptian religion, like with the solar worship and fear of the sun being stopped by Apep in the underworld. Set was always very clearly associated with darkness, from his original form of an afterlife deity, to his associations with Apep and pure evil.
It is also important to note that Satan was not always considered evil. Originally Satan worked for God in order to test the faith of man, which changed only with Christianity. The decline of Set was even greater, as he was once one of the most respected and revered deities in Egypt. For Set, he was consider the sole son of Nut, and was important to the nomadic Egyptians as a god who brought storms. However, with the importation of the Osirian religion, and thus Solar religion, Set was made into a villain and scapegoat, being a murderer, rapist, pederast, and so on. Likewise Satan, who gave humanity knowledge, and acted as an agent of God, was later turned into a representation of all things evil.
Speaking of the serpent in the garden giving humanity higher cognitive abilities, it is interesting to note that Set was the deity required to combat Apep, the god of mindlessness, chaos, and disorder. Being represented by the northern circumpolar stars, Set was also closely associated with the serpent, thanks not only to Draco but to Alpha Draconis having been the previous pole star.
Anyways, I think I’ll move into the summarization now. Set and Satan are almost identical Forms, even in the evolution of their character and their mythologies. They were both beings associated with darkness, both representing that which went again God or the gods, both associated with the serpent, individual strength, both being slowly demonized and scapegoated by a god of resurrection, a new afterlife, the concept of “sin”, and so on. No, the names do not seem to be related historically, though it is interesting to note that Satan originally meant “adversary” whereas Set closely resembles it as “Separator”. Perhaps most interesting, the modern religions of these two beings stemmed from the same place and time in history. In other words, the idea that there is no relation between Set and Satan is, in a word, fideism.
If anyone it interested, I recommend “Seth: God of Confusion” by H. Te Velde. It is likely the best academic and objective work you will find, untouched by mysticism, occultism, or other such biases. Next, “The Invention of Satanism” by Dyrendal, Lewis, and Peterson is also fantastic – a modern, very objective academic study on Satanism including a wealth of statistical data. Finally, while the most open to bias as it is from an “insider”, “Lords of the Left Hand Path” by Dr. Stephen Flowers is a fantastic look at the history of the Left Hand Path, both East and West.
The proper comment is that, "You are not aware of any X", rather than your statement which implies you have some sort of unequivocal proof -- that can neither exist, nor can you possess ever. You cannot even prove you exist because it is impossible to separate the subject, object, and viewer. However, just because that proof doesn't exist doesn't mean that someone can assume Set or Satan exists either. 
