Well, getting Iesi.Collections from Nuget only offers v. 4.
The solution here worked with NHibernate 3.x, but this question will probably be relevant with NHibernate 4+. Issuewith NHibernate, Fluent NHibernate and Iesi.Collection. What would you try next?
I deleted the Iesi reference and added NHibernate which included an old version of Iesi with ISet. It doesn't actually solve the ISet vs. alternative, but it does resolve my issue so I can just continue using ISet.
Perhaps they will add it be NHibernate 4.0 release, or else it will need to be converted at that time.