Copying/moving document sets in SP 2013 Online

i was also stucked with same issue few days before,but there i was moving an item from one library to another and i think you also have to follow the same approach which i followed, here is difference lies in document set and item name but these both are same(means these both are consider as an item of in library), try this link

I would like to offer to consider using third party product for this.

Plumsail Workflow Actions Pack has Copy DocumentSet workflow action.

To know more, please check out the following blog post How to copy DocumentSet to another library in SharePoint 2013/2016/Online

P.S.: I'm one of the developers of the product and I hope it can help you to solve the problem.