Is the following possible?
generate a report for multiple test sets with all the test plans that are associated with the test sets as well as all the design steps associated with those test plans?
Yes, if there is an object or something to key a search on that will bring up only the Test Cases you want.
Success is the ability to go from one failure to another with no loss of enthusiasm.
~ Winston Churchill ~
You can get a lot of this from the document generator. It's definately easier if the tests have already been executed. If they have not, you can do this at the database level.