Hello and welcome to the forums!
You need to hunt epic rarity monsters to be able to get a chance of obtaining them. Also using a rogue will yield better chance to get one.
This guide will help you understand what is an epic monster and how to farm them efficiently:
You cant get the set affix from amethyst. It is exclusively obtainable thru obtaining Defiant gears and(afaik) nowhere else.
Have a good day now!