I have several sets of settei from various shows 
and there's only two I can be pretty sure were 
from the studio and not later copies:

1. The Ai no Kusabi settei is clearly aged and 
yellowed, leading me to believe it's a copy that 
dates back from when the show was animated, 
rather than a recent copy of it.

2. Some of my Saiyuuki Requiem settei sheets have 
been hand-shaded by the animator who had them, so 
they *look* like sketches. It's really kind of 
neat -- there's three copies of each of these 
sheets, with one or two copies hand-shaded, while 
the other's a plain copy. I doubt someone selling 
copies would bother to do this.

Other than that ... no way of knowing, alas.

A.