Maybe an Unpopular Opinion
Despite Sett's winrate, banrate and pickrate, I still think he is one of the most balanced champions released/reworked in recent memory. BY FAR. The only tuning I would honestly do to him would be one of two things to his W. Either increase the CD so he isn't popping off multiple massive Grit shields per teamfight with nuke levels of true damage, or lower the shield amount that he gets. Maybe adjust his passive healing as well. Sett isn't mobile. He is a Juggernaut/Bruiser and thus SHOULD hit like a truck if he gets within range of you and lands his combo. He is on Garen levels of kiteability due to only having a minor MS buff. He doesn't feel terrible to play against and on the flipside he is very fun to play.
All in all, I think he just needs very minor tweaks to bring him into line but mostly a very balanced champion.