Firstly, your 'json' is wrong. I'm assuming the outer curly brackets should be square brackets and you thus trying to save a list. Sets are not part of the json format.
Assuming this answer is not what you want because the output is not formatted, you can use the documentation to format the file as you need it. For example:
Python 3.7.0 (default, Nov 21 2018, 10:19:24)
Type 'copyright', 'credits' or 'license' for more information
IPython 7.1.1 -- An enhanced Interactive Python. Type '?' for help.
In [1]: import json
In [2]: obj = [{
...: "Region": "BD",
...: "name": "bdfe",
...: "tyl": "cya",
...: "ice": "messi",
...: "fed": "bet",
...: },
...: {
...: "Region": "Toron",
...: "name": "Cana",
...: "tyl": "cyab",
...: "ice": "feed",
...: "fed": "not",
...: }]
In [3]: with open('data.json', 'w') as outfile:
...: json.dump(obj, outfile, indent=4)
...:
In [4]: !cat data.json
[
{
"Region": "BD",
"name": "bdfe",
"tyl": "cya",
"ice": "messi",
"fed": "bet"
},
{
"Region": "Toron",
"name": "Cana",
"tyl": "cyab",
"ice": "feed",
"fed": "not"
}
]