In UK if a badger is digging your lawn, how can you locate its sett?

Answer 1

You'll have difficulty; they can wander quite far in a night.

More importantly, badgers are a protected species and tampering with their setts is illegal. 

You would be better off trying to badger-proof your garden. Although sadly this is easier said than done, as badgers are very strong. You need a wall or sturdy fence (no chain link) at least 5ft tall and which goes into the ground at least 6 inches (to stop the badgers digging underneath it), with no gaps they can squeeze through anywhere. 

Alternatively, human urine, especially men's urine, is supposed to deter them. Although I don't know how effective this truly is.