Well just incase anyone is still wondering the set items come off all Named ML creatures along with the Peerless.
I have gotten 4 set items off swoop in the months and months I have hunted that stupid bird.
They do look like normal items until you "hover" over them.

Wilki said something about this on Startics, kinda hard to explain it because I really didn't get what he ment by it.

YAY LLAMA!