[LIVE SET] can be "multi selected" one page at a time.

Navigate to any one page you want to copy (or exchange) all items and press [SHIFT] + [LIVE SET]. You will see a menu that allows for copying/exchanging a full page to/between another page. Or you can copy/exchange one bank to/between another bank.

Other than that, Live Set operations are single-slot operations.

I haven't used this other option - you may find that an iPad running Soundmondo provides a reasonable Live Set manager. It has a provision to interact with Live Set but requires this external device.