PixelPusher, Thrasher can drop set items, or at least could at one time. I got a pair of common gloves from it some time ago. I have been back since, most recently a couple months ago, but akin to your results didn't see another piece, despite spending a few days with Mr. T. One thing to remember is that set items don't "pop" in your backpack, you have to loot the corpse. Accurate comments regarding set drops are already in the thread, I won't repeat em.