grub-set-default: command not found

Maybe Your $PATH variable doesn't contain the default paths? echo $PATH should give something like:

[root@server ~]# echo $PATH
/usr/local/sbin:/usr/local/bin:/sbin:/bin:/usr/sbin:/usr/bin:/root/bin

If it's empty, You may set the PATH variable with this command

export PATH="/usr/local/sbin:/usr/local/bin:/sbin:/bin:/usr/sbin:/usr/bin:/root/bin"

On Debian possible default full paths are:

/usr/sbin/grub-set-default - from package: grub2-common
/usr/sbin/grub-set-default - from package: grub-legacy

You may install the required package with command apt-get install {package}

Error in other languages:
grub-set-default: bevel nie gevind nie
grub-set-default: comandă negăsită
grub-set-default: comando não encontrado
grub-set-default: commande introuvable
grub-set-default: command not found
grub-set-default: käsku ei ole
grub-set-default: không tìm thấy lệnh
grub-set-default: komanda nerasta
grub-set-default: Kommando nicht gefunden.
grub-set-default: kommandot finns inte
grub-set-default: komut yok
grub-set-default: nie znaleziono polecenia
grub-set-default: níor aimsíodh an t-ordú
grub-set-default: no se encontró la orden
grub-set-default: no s'ha trobat l'ordre
grub-set-default: opdracht niet gevonden
grub-set-default: parancs nem található
grub-set-default: perintah tidak ditemukan
grub-set-default: príkaz nenájdený
grub-set-default: příkaz nenalezen
grub-set-default: команда не найдена
grub-set-default: командата не е открита
grub-set-default: 命令找不到
grub-set-default: コマンドが見つかりません