>Does anyone have a full list of all the sets that require redoing for a new data session?

Here you are (from the VFP7 Help)

The following SET commands scope to the current data session:

SET ANSI 
SET AUTOSAVE 
SET BLOCKSIZE 
SET CARRY 
SET CENTURY 
SET COLLATE 
SET CONFIRM 
SET CURRENCY 
SET DATABASE 
SET DATE 
SET DECIMALS 
SET DELETED 
SET DELIMITERS 
SET EXACT 
SET EXCLUSIVE 
SET FIELDS 
SET FIXED 
SET HOURS 
SET LOCK 
SET MARK TO 
SET MEMOWIDTH 
SET MULTILOCKS 
SET NEAR 
SET NULL 
SET POINT 
SET REPROCESS 
SET SAFETY 
SET SECONDS 
SET SEPARATOR 
SET SYSFORMATS 
SET TALK 
SET UNIQUE 

But from my experience, the only ones that are used before the load event (which you can subclass) are the DELETED and the TALK ones.
I can think of situations where others are used. For instance, when you use a parameterized views (with no NODATAONLOAD) with date variables you must use the DATE one as well if you don't use the {^yyyy-mm-dd} syntax

hth,