They're all fine apart, from the third one.
'Set fire' is a transitive verb. For example, 'The burglars set fire to the house.'
If, for example, you saw a spark from something land on a house and the house started to burn, you could say 'I saw the house catch fire.'
For the first one, many native speakers would say ' of him passing..', which is less correct than your version. It is more correct to say 'of his passing..'.