I actually found this ring at Costco and love it but Costco does not sell the setting separately. Has anyone seen a setting like this, preferably exactly like this, sold by itself anywhere?
Looks like a three stone halo.
If that weren't a Halo it would be a pretty common three stone style setting. But that setting also features a halo. However if you search for Three stone settings and find this style and request a vendor to customize it to incorporate a halo it should be easily done.
I have to agree with gr8Leo87; a good jewelry can wrap a halo around that common three-stone setting. This is the closest I could find to what you're looking for....it's from DeNatale: