1. Artifacts are played when they are activated, not when they are triggered. If Charms is on a magician in set-aside, it was most likely activated in a previous phase, and "last" doesn't check past the current phase. Negating a neutral/art in set aside would work.
2. Activate an Artifact only targets the Artifact, not any cards the Artifact is activated on. So there shouldn't be anything stopping set-aside targeting.
3. #2 is yes, but there is a clause under targeting that allows cards (Fortresses, primarily) to be targeted in the location specified on the named card.
If an effect targets the card it is on by name or as “this card”, it is referring to only that copy of the card. If an ability or effect targets or checks for another card by name, the named card can be in whatever default location is specified on the named card, unless otherwise specified in the ability or effect.