Setanta is Cu Chulainn's given name. He obtained his more famous name when he killed Culann's guard dog in self-defense and volunteered to take its place (Cu Chulainn means Culann's Hound).
Setanta evolves into Cu Chulainn through leveling up.
Shin Megami Tensei IMAGINE
"The childhood name of Cú Chulainn, a clever Irish hero of Celtic mythology. He wielded the holy spear Brionac and was the son of the sun god Lugh, of the Tuatha De Danann. Some suggest that he was a real historical figure. His mother was Deichtine, sister of the human king Conchobar, who doted on him as a child. When Setanta was seven, the king was invited to a party by Culann the smith. On his way, the king spotted Setanta playing at hurling. Impressed by the boy's throwing performance, he invites Setanta to come to the party as a reward. Setanta promises to come later, but the king forgets he had invited the boy, and Culann releases his guard dog into the garden to ward off intruders. Unaware of this, Setanta arrives at the party and is attacked by the dog, but chokes it to death. Seeing this, Culann the smith is beside himself with grief, but Setanta says to him, "I shall become your guard dog." From that day forward, Setanta was known as "Cú Chulainn", (Hound of Culann)."
—Shin Megami Tensei IMAGINE Compendium
Setanta can only be obtained through fusion and appears in a central role in the Foreign Country in the Woods questline. Players can obtain his scarf and gear through fortune cards.
Shin Megami Tensei IV
Setanta appears in the Challenge Quest, Cu Chulainn's Training, where Cu Chulainn has been turned into Setanta by his master Scathach. She requests that Flynn teach Setanta the "way of the warrior" in the Bugeikan stadium. Arrogant, he proclaims that killing them will be easier than killing the guard dog as the battle starts. He is surprised when he loses, and realizes the lesson his master wished to teach him by fighting Flynn, and is returned to his true form, Cu Chulainn.
Devil Summoner: Soul Hackers
"A brave young man in Celtic myth. After defeating a vicious dog with his bare hands, he took up its role as guardian, and gave himself a new name: "Cu Chulainn," meaning "Hound of Chulainn.""
—Soul Hackers 3DS Compendium
Setanta is a demon exclusive to the 3DS remake, available after Nemechi evolves into the leg form (female growth path), and costs 150 D-Souls. Unusually, despite being Cu Chulainn's younger form, he is actually at a higher level.
Persona 3 Portable
Setanta is one of the new Personas that have been added. He is the second lowest level Persona from the Star Arcana, the lowest level being of Neko Shogun. Can be made in fusion by combining Sarasvati and Gurr.
Digital Devil Saga 2
Setanta are common enemies on the hostile floors of the Karma Society Tower near the C terminal.