Can I select a setup hand with this 3 cards?

• Copper Link (Cost 1, Setup. Maester character only).
• Apprentice Collar (Cost 0, Setup. Attached character gains the Maester trait and...).
• Any character that doesn't have the Maester trait.

I don't think so. Unless otherwise specified, effects on cards are not active during setup. A non-Maester character would not gain the Maester trait in time for you to place the Maester-only attachment on him during setup.

Correct. Setup attachments cannot be placed when there are no legal cards to attach them to. Since the cards are not revealed when you place them, each Setup card must have a legal attachment independent of other card effects. So the Apprentice Chain on Setup will not make it legal to drop a chain attachment on Setup if you have no characters with the printed Maester trait.

Setup essentially deals only with unmodified cards.

OK!!!! Thank you!!!!