The most common and most likely answer to this crossword clue is the 8 letter word EMBEDDED
I've seen this crossword clue in Independent
E
M
B
E
D
D
E
D
Buddy explains!

The straight part
We know that "set in" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case set in = embedded.The cryptic/wordplay part
In cryptic crossword there's often an wordplay/cryptic part as well.This part involves a more complex hint, such as an anagram, homophone, hidden word, etc.
Sadly, We don't have an explanation for this specific crossword clue yet.
What does EMBEDDED mean?
EMBEDDED verb- To lay as in a bed; to lay in surrounding matter; to bed.
- (by extension) To include in surrounding matter.
- To encapsulate within another document or data file.
- To define a one-to-one function from (one set) to another so that certain properties of the domain are preserved when considering the image as a subset of the codomain.
- Part of; firmly, or securely surrounded; lodged solidly into; deep-rooted.
- Partially buried in concrete or planted in earth.