[itsme]

I would create what you call a "set" as one song in MSP song editor, add the files for both tunes to it and call that song "tune1 + tune2". For easy filtering define and set a tag "set" in source types.
If the scores for the tunes are small enough to fit on one page you can even show them together if you set "scale mode" to "fit width" and "display mode" to "vertical scrolling".
If desired you can have tune1 and tune2 also as separate songs in MSP or combine them with other tunes to different sets. All these songs can coexist in MSP sharing the same file(s) and can be added to setlists as you like.

This topic has already been mentioned in the forum several times. Maybe it's worth creating and sharing a detailed example.