I think Sett is actually a Lion Vastaya, or another form of Big Cat.
His Art made it look like the fur on his shoulders and neck were fox-tails and so people at first speculated that he might be a male Ahri, basically. But now that I see his ingame Model, I don't think so.
His ears are a bit too short and thin for Fox Ears, and his fur is very neatly flattened on them. And they grow symmetrically inwards towards the center of his head, a light curve is visible upon maximum zoom in. It actually reminds me more of cat ears.
And said fur on his back and shoulders, i don't think it comes from clothing. I think the clothes he does wear were specifically designed to compliment his fur as ornaments of sorts, such as the two golden maws on the outer side of his pecks.
And when you look at how the fur stands around/behind his head, it could resemble a mane. Cat ears + Mane = Lion.
IDK I am just theorizing, but the way things look just seems to add up to me. Maybe not a Lion specifically, or else he'd probably have targeted lines for Rengar, but a related Vastayan Cat kind?
What does everyone else think?