If you wan´t to use the environment variables in scripts called from the current script you have to use:
SetL "EnvVar=Test"

If you wan´t to set the master environment you have to use:
Shell "%COMSPEC% /C WinSet EnvVar=Test"

So if you want to use the variable to be visible in current script and later scripts or bath files you have to use both lines:
SetL "EnvVar=Test"
Shell "%COMSPEC% /C WinSet EnvVar=Test"