Bramble Vest
Bramble is probably actually good here. I think I still prefer Oblivion Orb, but this gives survivability and stops him from healing a bunch. Anti-heal though is a nice option I think and I wanna test out building it early more.
Swiftness Boots
Swifties are great, as always. You can chase and escape easier, and avoid his W true damage easier. Also, you can run him further into tower with ult because of the slow resist, which means spitting him sideways and still getting a couple tower shots is a little bit easier.
Heartsteel
I don't think Heartsteel is an ideal item for fighting Sett, but it doesn't really have to be. Fighting Sett is hard, and you can focus on other areas of the game (such as popping squishies with Heartsteel). Aside from that, the range is nice for keeping distance from Sett, but if you HAVE to be the one to deal with Sett, and aren't exactly ahead, I might recommend Iceborn Gauntlet or Dead Man's Plate.