An issues-set can be created through ExtensionMethodsIssue.CreateIssuesSet or ComputeIssues(IAnalysisResult).

When an IIssuesSet is referenced by an IIssuesSetDiff object, the IIssuesSet.Builder must not be used to add an remove rules and issues, the IIssuesSetDiff.IIssuesSetDiff.Builder object must be used instead.

An issues-set is not thread-safe. It is safe to call IIssuesSet methods concurrently from several threads but it is not safe to call these methods and IIssuesSetBuilder methods concurrently from several threads, this would provoke corrupted state and exceptions.

Reference

IIssuesSetBuilder Members
NDepend.Issue Namespace