Set items come as loot off of the new monsters (like parrots do) and as far as I can tell the higher the fame of the monster the better your chances are.

It's impossible to make an exceptional slayer bow. But yes any of the "lower case" craftables can use a runic to stack, hence it is possible to make a double slayer slayer bow. It's the capitalized craftables that you would waste your runic charges making.