It is... difficult. I could attempt it, to track his movements. Set gives off a certain...power that may still linger in the spaces he frequents. However, beyond tracking his power, I do not know any spells that locate souls specifically. Perhaps if I were as powerful as Trismegistus himself, I could -- but he has often been associated with souls.

Unless Set touches something I specifically have marked, it may be that I would not be able to find him.

Particularly if he has gotten himself into trouble. Where did you last see him? I know I saw him at the coliseum, during his... ceremony. Is it possible he is contemplating the deaths that he has sought to usher forth?