Hello. 
Where farm Amnesty set?
Greetings.
I don’t know of any Amnesty set. 
What does the set you’re looking for do?
Edit : hooooo, the Perdition set!
For most items, you can’t target farm them, so your best bet is focusing on killing heroes (name in orange), bosses (names in purple), activate Monster Totems and Devotion Shrines.
If you have a strong enough character, farming Nemesis, Rogue-dungeons, Crucible, and Shattered Realms.
it drops random kill lots of bosses and shrines and you get it eventually
I would think if you have the Forgotten Gods expansion you could also transmute duplicate pieces into another piece of the set.
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