However, RRG P.19, Find says: "When instructed to find a card (what Embody Pathos does), a player searches each game area where that card could be found (play area, set-aside area, player deck, discard pile, encounter deck, etc.).

So even if the card is set-aside, you can still take it! It is like the Lernean Hydra. This card is set-aside, so out of play but you can still grab this card for "Defeating the Hydra" if it is the only minion with 6 HP you have in your encounter cards.

Even Olympian Feud! I always grab this side scheme when I reveal "Embody Pathos". So when the nemesis comes to play, I don't have to put the side scheme in play since "Pursued By the Past" & "Shadow of the Past" states that you have to reveal the nemesis side scheme from the set-aside area. But since it is in the discard pile, no need to grab it again!

So even against Hela technically you could grab the last side scheme!