The answer to #1 is yes. Ana had set points in both sets against Venus in Zurich. Serena didn't lose a set in 2002, but was close three times. Once in her opening match in the first set, and in both sets of the final. Jen served for the first set, and served for the second twice, having 7 set points (2 at 5-3 Serena serving, 5 at 6-5 Jen serving).