2.9 Class Set Overhaul ← I’ve updated this quite a bit over the past few years but yes Natalya Set doesn’t have Partial Set bonuses on the equipment themselves. It doesn’t even have +Skills save for Shadow Disciplines(ignoring MA and Traps). Yet it does have Partial Set Bonuses, just not to a specific piece but rather Global. You get 15 MDR with 2 items and 200 Defense with 3 items. It arguably has one of the strongest, if not the strongest Complete Set Bonus though with an additional 15 MDR, 14% Life and Mana Leech and 30% Physical Resistance(big one here given Fade exists) to go with the typical +3 Class Skills and 50 All Resistance each Class Set has. Aldur has Partial Set bonuses, just +15 to a respective Stat for each item equipped up to a maximum of +45(Helm = Energy, Weapon = Strength, Boots = Dexterity and Armor = Vitality). Also has Global Partial Set bonuses in 150% Attack Rating and 50% MF.
As for fun things tried with Nat’s Set, I haven’t dabbled with her in a long, long time. Back then I tried a Blades of Ice MA build with Shadow Killer as the other Claw. Was before the time of Sunder Charms, Mosaic and MA Skill changes so she struggled against Cold Immunes but against everything else, she was quite fun given the CC it had combined with Cloak of Shadows.