Not that I know of. By 2002 they were only minting a few thousand sets each year and the cost was up to like $70 for a normal set and $150+ for proof.
The chances of a set coin landing in circulation from this era and especially in Australia, are incredibly low. Maybe a 70s set coin as the sets were incredibly cheap then (About $5 - $10).

These are all circulation coins, taken from circulation (My personal collection)The 2002 20 cent piece for circulation was a higher quality finish than the earlier Kiwi coins, it was the first issue of them for circulation since the limited issue of 1990. The coins have a higher rim and sharper impression. I found right up to 2006 when they were replaced by the smaller coin, any 2000s date coin excepting the $1 and $2 coins which were soft brass and aluminium, was still shiny and fresh looking.
https://en.numista.com/catalogue/pieces2721.htmlWould like to see the coin in question, but almost certain it's a circulation piece. The circulation coins were minted by
Royal Mint. I suspect the set ones were to, but some years the Aussies did it and later some German group did.
As for mints, it is vital you do not confuse the newer and older coins. The pre 2006 large coins are no longer legal tender here and only circulate in Australia as "parasite coins" being similar in size and shape to Aussie 20c, but essential worth only 18.1c and now nothing as they are demonitised and worthless.
The recent 20 cents (Smaller one) is minted in Canada and the last Uncirculated set ones from 2006 to 2012 were minted at the Dutch mint in Utrect, also in Cupro nickel like the old ones, but modern small 20 cents are nickel plated steel.