How to set reply-to address in Apple Mail
Simple!

With a message composition window open in Apple Mail make the following menu selection:

View > Reply-To Address Field

That works for a message-by-message basis. If you want to apply all the time there's a hack you can do this via Terminal:

defaults write com.apple.mail UserHeaders '{"Reply-To" = "reply-to@address"; }'


More details can be found here.