This story was absolutely fantastic. I really loved the depth you put into Setzer and Daryl. I can almost see Setzer's fear of heights being canon.
One thing I would do is add on a little more, especially near the start. Maybe it's because I love the story so much, but I feel there's not enough! Try using more foreshadowing to hint at us just what Setzer's big secret is before he spills the beans. As for the rest of the story, it's fantastic, though an extended part of where Setzer's looking down would be cool. (That's just me though, from a writing standpoint it's fine the way it is.)
This story really makes me happy. Setzer was never one of my favorite characters just because I found him a bit two-dimensional (up until I got the falcon, anyway, and even then I didn't see a lot of backstory, just the bare minimum), but this sort of endeared him to me in a way that the game did not, could not. You've done a great job expanding on what was already there without twisting it. fantastic job, five stars!