If I use Sett Legend to save the unit I targeted with Deathgrip to kill, do I still get to give the might bonus to another unit?

No, you do not get to give the Might bonus to another unit if you use Sett’s legend ability to save the unit targeted by Deathgrip.

Ruling

As established in RiftJudge FAQ #8668, #9246, and #9835, the Might bonus provided by Deathgrip is contingent on the successful completion of the "Kill a friendly unit" instruction. Because Sett’s ability is a replacement effect (Rule 366), it replaces the "die" event with a "heal, exhaust, and recall" event. Because the unit is never actually killed, the "If you do" condition for the Might bonus fails, and the bonus cannot be applied to another unit.

Sequence of Events

1. Playing Deathgrip: You play Deathgrip, targeting a friendly unit to be killed and another friendly unit to receive the Might bonus.
2. Resolution: Deathgrip begins to resolve and attempts to execute the "Kill a friendly unit" instruction.
3. Replacement: Sett’s ability (a replacement effect) triggers to intervene. You pay the cost (exhausting Sett and paying [C]), and the unit is recalled to your base instead of being killed.
4. Condition Check: Because the unit was not actually killed (the death was prevented), the "If you do" condition for the Might bonus is not met.
5. Finalization: You do not apply the Might bonus. However, you still draw 1 card, as the card draw instruction is not contingent on the successful kill.

Important Nuance: Sett's ability is a replacement effect, not a triggered ability. It modifies the event as it happens and does not use the chain (FAQ #9835). Because the unit was recalled and never sent to the trash, it does not "die," and any "Deathknell" abilities the unit may have had will not trigger (FAQ #9246).