Here are all the possible sets: https://www.bricklink.com/catalogItemIn.asp?P=30382&in=S
To me, that piece looks dark blueish gray, which would suggest either set 4209 or set 8095.
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1It is hard to detect correct color. So there is also a chance this would be a Sand Blue colored part. – Alex Apr 1 '20 at 4:56
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