Honestly, I'm not certain what the Name Style is and how it could affect the set.
The status however is simply indicating that the set still works. A set (or any field) may become invalid if the underlying fields are changed or deleted. Often, this can happen when replacing a data source or when the underlying data is modified.
May I ask what you need this information for?
Thanks. The reason I ask is because I have created an internal course on Tableau and just wanted to make sure I understand everything in this popup in case I get any questions on it.
Ah, good to know. Good luck with the internal course!
My response would be that unqualified is the default option for the vast majority of sets and will not affect how the set is used. If you ever happen to come across a set with a different designation, post it back here. I'd love to know what the differences might be.