As huertgenwald stated, there are currently no new Set Dungeons for Season 19.
The Season 19 free Set for the Crusader is Roland’s Legacy. The Season 19 free Set for the Monk is Raiment of a Thousand Storms.
Which Set Dungeon you choose to Master is entirely up to you, based on which Class you decide to play. It will also depend on whether you run a Set Dungeon with your free Set or farm for a different Set.