SET vs OTL

I don’t think it is possible.  The tubes in a SET amp are constantly outputting dc that is the modulated up and down in output by the audio signal.  That changing output fed to the primary windings of the output transformer then induces an alternating current in the secondary.  Absent a transformer, a SET amp would be sending a very large dc signal to your speakers, particularly when there is no music playing, and dc is very bad for speakers.

Could a DC offset protection circuit be used to make a OTL SET?

No, it would constantly be in protection mode, meaning no output.

Berning makes a ZOTL SET on request. I know Berning is not strictly OTL but from what I understand the transformer is only there to filter some very high frequency noise riding the signal. 

David Berning Siegfried 300b SET/OTL. Probably as close as one will find. Presumably the best of both topologies.
Charles