There’s not a whole lot…since in making a DJ set you could play as “live” as you would in a club.
For the most part, a “Live DJ Set” is more or less when the set was recorded as said DJ played it live in a club or festival, when all it was is a recorder hooked up to the mixer playing to the audience. Some will be clever to record the crowd as well, intertwining it into the final release. Moonshine’s “Mixed Live” series started that.
Granted a DJ set could be crafted in a studio, thus it wouldn’t be seen as a “Live DJ set” in the common sense nomenclature, despite if the DJ played it there as live as he would in an event.
Here’s a few of those sets:
Carl Cox Mixed Live at Crobar Nightclub Chicago (2000)
Ferry Corsten Live @ Circus LA 2003