"Set screw" means the same as "grub screw", i.e. a bolt where the entire thing is threaded, and the head is set within the bounds of the thread, not proud of it.
Torx grub screws are super uncommon, I don't think I've ever seen one. Usually they have a hex socket (for an allen key), or occasionally they're slotted (for a flat-blade screwdriver).
I think they are uncommon because torx drivers are always bigger than the head of the tool. They always taper down to the size as part of the design, so that doesn't work well for most applications.
I can get a straight torx screwdriver with shaft diameter smaller than the screw at my local hardware store. No need for worldwide shipping, I can get that on bike. There exist also torx bits with long shaft.
Like this: https://ever-hardware.com/wp-content/uploads/2017/03/Torx-se...
Torx grub screws are super uncommon, I don't think I've ever seen one. Usually they have a hex socket (for an allen key), or occasionally they're slotted (for a flat-blade screwdriver).