1. The ability says to discard it to do the set aside. You would put it straight to discard.
2. Nothing in Ram with Two Horns SA says to set itself aside. It would not go to set aside.
3. From the REG:
Unique Cards
Many cards have the identifier “unique”. Characters are unique if they represent characters in 
the Bible with specific names, have “The” in the title of the character, or otherwise have a 
“unique” identifier on the card. All Fortresses, Artifacts, Curses, and Covenants are unique 
cards. Players may only control one of each unique card in his territory, set-aside area, or his 
side of battle. Different cards that represent the same character are also considered unique 
with each other, even if aspects such as the title, brigade, abilities, special abilities, card art or 
reference are different.
You may not have a John in set aside and in play.
Hope this helps.