STM32F303 STM32CubeMX __HAL_TIM_SetCompare macro does not exist
Previously (using an F4) there has been a __HAL_TIM_SetCompare macro in the stm32fxxx_hal_tim.h file.

That was indeed some time ago. I've found a copy of STM32CubeF4 V1.6.0 (released 28-May-2015) lying around in an old project directory, and it already has the following alias definition
Inc/Legacy/stm32_hal_legacy.h:#define __HAL_TIM_SetCompare            __HAL_TIM_SET_COMPARE

Digging even deeper, the description of 1.4.0 says

STM32CubeF4 Firmware Package V1.4.0 / December 26, 2014
Main Changes
Maintenance release to fix known defects and several enhancements implementation
HAL Macros and literals renaming to ensure compatibles across STM32 series, backward compatibility maintained thanks to new added file stm32_hal_legacy.h under /Inc/Legacy

So, it must be the time when __HAL_TIM_SetCompare got deprecated in favor of __HAL_TIM_SET_COMPARE.
You should still get the alias definition though, because all HAL headers include stm32_hal_legacy.h.