In general a set is a understood to be a man-made place, typically on a stage or in studio. A location is the opposite, but once it comes into use it becomes the set.
There's no such thing as a location set. Ergo, you are on set or off set even while on location. Source: Tony Bill, producer of The Sting.
You can build a set on a location. If you build it, it's a set.
A prop is generally understood to be something that is moveable and interacted with, Props are interacted with by the actors, and the responsibility of the Property Master.
There are gray areas. Things like the shuttlecraft mockup are borderline objects, sort of like driving a car onto a set. Not exactly a prop, but neither is it a set.