Playing with Legend Sett, if one unit I have at a battlefield and my opponent uses Smite, can I save with my Legend ability?

Yes, you can save the unit with Sett's legend ability — provided the unit has a buff on it.

Here's how it works. Smite deals 3 damage to your unit. If that damage is lethal (3 ≥ the unit's Might), the unit would die. But two replacement effects now want to modify that death: Smite's ("banish it instead") and Sett's ("heal, exhaust, and recall it instead").

Per Rule 372, when multiple replacement effects apply to the same event, the owner of the object being acted on (you — you own the unit) chooses the order. You choose to apply Sett's first: the death is replaced with a recall to base. Since the unit never dies, Smite's banish replacement has nothing to apply to, and the unit is saved.

Two important conditions:

• Your unit must have a buff on it — Sett's ability requires a buffed unit, and the buff is spent (removed) as part of the cost.
• The 3 damage must be lethal (meet or exceed the unit's Might after accounting for any damage already on it). If it isn't lethal, neither replacement triggers.

Also worth noting: Sett's ability works on the opponent's turn (FAQ #1378), and it's a replacement effect, so it can't be responded to with something like Shakedown (FAQ #3287).