The code using set operations seems slightly too cryptic for me, even though I’m comfortable with sets and functions as first-class objects.  A matter of taste I guess.

BTW it sounds a bit strange to me to have the verb in the singular in supports_dir_fd when its meaning is “the functions in this set support dir_fd”.  I guess it’s too late to propose “os.open.supports_dir_fd and os.unlink.supports_dir_fd” (and I don’t know if that is feasible with C functions) :)