You two seem to be master of few words to cause more confusion ;-)
Set items can't be used to extract set bonuses into the cube, see John Yang's tweet:
However, in our datamined information there is this recipe for the cube:
- Convert Set Item - Skill of Nilfur
- 1x Set Item
- 10x Death's Breath
- 10x Forgotten Soul
Which means there MIGHT be something you can do with set items and the Cube. Keep in mind though this datamined piece of information is all we have and it might not be implemented and make it to live (for example, the "upgrade to player level" recipe is in the datamined information but will not be available in 2.3).