If Icathian Rain targets a buffed Sett multiple times and the opponent uses Sett's Legend ability to save it after the first few instances of damage, do the remaining instances continue to target and kill it?

Ruling: Yes, the remaining instances of Icathian Rain damage will continue to target Sett after it is saved by its Legend ability, and can kill it again if enough damage instances remain.

Sequence:

• Activate Icathian Rain (no targets at this point)
• Resolve Icathian Rain and add 6 reflexive triggers as pending items
• Pick targets for each reflexive trigger (this is where you distribute damage)
• Begin resolving triggers
• After 3 triggers resolve dealing lethal damage, opponent can use Sett's Legend ability (replacement effect that heals, exhausts, and recalls the unit, reducing it to base Might)
• The unit remains a legal target for remaining triggers since it didn't leave the board
• Continue resolving remaining triggers, which can deal lethal damage again and kill the unit
• Any triggers after the unit dies will mistarget and their damage is lost

Nuances:

• Icathian Rain itself doesn't target, but the reflexive triggers it creates do target
• Sett's Legend ability is a replacement effect that doesn't interact with the chain
• The opponent can choose not to use the protection if the unit will die anyway, in which case all remaining damage instances after death are lost due to mistargeting
• You need to calculate damage distribution when picking targets for the reflexive triggers to ensure enough instances remain after the first protection