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Hello @C Bennett ,
ListData.svc is Lists Data Service. So, when you executing the "HTTP CreateDocumentSet" steps, you need to make sure that the entered uri is correct :
- _vti_bin/listdata.svc/[yourDocumentLibraryName]
Note [yourDocumentLibraryName]:
1.When the display name of the Document Library is different from the internal name. Please enter the internal name of the Document Library.

2.When the display name of the Document Library contains spaces or other strange characters we need to set a varDocLibNameClean variable:
@{replace(replace(variables('varDocLibName'),' ',''),'_','')}
Please refer to the following article to get more information:
Thanks,
Echo Du
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