I really don't think that meeting was a set up.
Fred seemed mostly anxious that Serena didn't find out about it.
Fred is most successful when he works with Serena rather than against her. Their relationship might be a nightmare to us as observers but they've made it work for them for years. I think we forget that because we want her to see what a creep he is and turn him in. Odd that we're not saying the same about her and hoping he turns her in, she's been just as complicit in the rapes and we all seem to agree she's the brains behind Fred's success.
And this time, he was working against Serena, which is when Fred's plans usually go wrong.
He was happy with Nick until Serena made a comment about him being concerned about Ofred, then he asked the Head Commander what to do about Nick as he felt he needed a promotion. Serena was hoping that this meant Nick would be made to leave, instead they found him a bride and Fred was happy with that. He was jealous of someone showing an interest in his Handmaid, in the same way he was jealous when that other Commander said he wanted her. He wasn't worried that Nick was an Eye or anything like that. I don't think that's occurred to him. He just wanted to keep Nick away from his woman, and now Nick has a woman of his own to occupy him, Fred can relax again.
So I really don't think Fred was setting them up. It was just bad luck. Someone likely noticed two strange cars at the house or in the vicinity, and came to investigate.
They weren't looking for June, or for the other guard, or the Martha, or Hannah. They seemed to accept that Nick was alone and took him.
The more I think about it, the more convinced I am that next week Fred will get a call to say his driver has been arrested (hopefully not shot) for trespassing and he'll have to explain to Serena what he did and why he doesn't know where June is right now and they will have to try to find her without admitting she's missing again.