The correct option is Set env in the workflow YAML because defining environment variables at the top level of a workflow makes them available to every job and step in that single run.
In a workflow file you can declare a top level mapping for environment variables with key value pairs. This top level scope propagates the values to all jobs and steps in the run and you can override them at job or step scope when necessary. This is the most direct way to share non secret configuration across the entire workflow execution.