In the mid game, you can use Aphelios to transition into Hunter while maintaining Moonlight. If you find an early Ashe, you can drop a Brawler or hit level 7 to keep Moonlight and Hunter. Once you find Warwick and Ashe, you can drop Moonlight and build toward the level 8 comp.
Additional comp tips
With a Chosen Elderwood, you can hit 6 Elderwood at level 8 with Spatula or at level 9. You can also run a Chosen Brawler to hit 8 Brawler if you can't find a Chosen Elderwood unit.
Sett items are quite flexible as he can use a lot of items, but magic damage items will help him burst enemy teams. Sunfire Cape is also a great item to build on Brawlers, but you don't have to put it on Sett.