[Karellen]

Is there anyway that once a movie is moved into a user created movie site, Kodi remembers when refreshing that it is indeed in a user created movie set?

Once you have edited your library to suit your needs, export your library to Separate Files. This will create nfo files for your entire library. This will contain all your edits.

When I create my own movie set, it would be useful if Kodi could use this list to give me an option which set to use.

It does... https://kodi.wiki/view/Movie_sets

it would be useful if Kodi could scan the movie set directry to find these user created sets and display them in the option of movie sets.

No. That will cause too many false movie sets. Not every user is quite so careful with organising their filing system.

If I refesh a movie that is in a user created set, it loses the fact that it in the set!!!!

Of course it does. You have just asked Kodi to delete the entry and rescrape it. I guess the question is why are you rescraping??

Is there anyway that once a movie is moved into a user created movie site, Kodi remembers when refreshing that it is indeed in a user created movie set?

No. Except if you are using nfo files.