VHD sets is supported for guest clusters in VMM 2016 and above releases. (https://docs.microsoft.com/en-us/system-center/vmm/hyper-v-guest-cluster?view=sc-vmm-2016). In addition we are reviewing if any additional scenarios for VHD sets need to be supported.Cristian commented
So, no vhd sets? The link above doesn't say anything about vhds, only "shared vhdx", which is a bit of a different thingy.