I'm not sure if is a bug or not.
I can use in cwm:
($ :a :b :a )
to build a set but i suspect the ending marker ')' must be '$)',
assuming that markers are symetric.
The patch, atached, is very simple, in case is necessary. I apply it
few days ago on my local copy of cwm and seems that doesn't affect
lists but i didn't make extensive tests.
Patch is against notation3.py, ver 1.202, last from cvs.