ok so I think the root cause is s.dict.slots is not updated due to the way you deleted an element in the keys of s.dict.
This is not limited to Set of Sets, you can reproduce this behavior even with a Set of Arrays
julia> s = Set([[1,2,3]])
Set{Array{Int64,1}} with 1 element:
[1, 2, 3]
julia> [1,2,3] ∈ s
true
julia> deleteat!(only(s), 2)
2-element Array{Int64,1}:
1
3
julia> s
Set{Array{Int64,1}} with 1 element:
[1, 3]
julia> [1,2,3] ∈ s
false
julia> [1,3] ∈ s
false