In this paper, we study the problem of designing a simultaneous mode, input and state set-valued observer for a class of hidden mode switched nonlinear systems with bounded-norm noise and unknown input signals, where the hidden mode and unknown inputs can represent fault or attack models and exogenous fault/disturbance or adversarial signals, respectively. The proposed multiplemodel design has three constituents: (i) a bank of mode-matched set-valued observers, (ii) a mode observer and (iii) a global fusion observer. The modematched observers recursively find the sets of compatible states and unknown inputs conditioned on the mode being the true mode, while the mode observer eliminates incompatible modes by leveraging a residual-based criterion. Then, the global fusion observer outputs the estimated sets of states and unknown inputs by taking the union of the mode-matched set-valued estimates over all compatible modes. Moreover, sufficient conditions to guarantee the elimination of all false modes (i.e., mode detectability) are provided and the effectiveness of our approach is demonstrated and compared with existing approaches using an illustrative example.