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When I open a 2 set and a three set, should I address the target or her friends first?
Address the group. Keep the attention of individual members of the group. As Style says, everybody's attention to you is like a small fire that you have to add some wood to when it's dying out. So if one person is fading out, looking around, you bring them back by pointing at them, asking them to pay attention, calling their name, commenting on something they're wearing, etc.
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When should i bail out on a set?
Whenever you like. If you want to get better, you should stay as long as possible, i.e. until they leave or they ask you to leave several times. But go in, as Mystery says, the field has the answers you seek.
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and lastly, What is a good story to tell that is DHV
A good DHV story should aim to hit these points:
1. Leader of men
2. Protector of loved ones
3. Preselection by women