The allies suffered major supply problems after the invasion of Normandy and after breaking through into France and the low countries. This wasn't necessarily a problem with production so much as getting it to the necessary places. The rapid breakout that was operation Cobra stretched allied supply lines to the breaking point and motivated them to capture an intact port from which they could more easily resupply. They finally succeeded in capturing Antwerp (one of Europe's best ports) in late 1944 and after a campaign by the Canadians in the winter of 1944 which cleared out the last resistance in the area around the Antwerp, the port could begin taking in large amounts of supply. To give an idea of the supply needs of the allied armies in 1944. Take into account the allies need 700 tons of supplies a day for all their forces, the Germans needed only 200 tons a day.

The major setback would probably be the battle of the bulge, due to the allies being overstretched and Omar Bradley not appreciating the seriousness of the attack, the attack made significant progress, It ultimately failed but that's the closest the allies really came to a large sclae setback.

There was also Market Graden, which was a mass airborne assault intended to secure access into Germany over the Lower Rhine. This assault was also a massive failure.

Sources you may want to read.

John Keegan's the Second World War

Third Reich Series Richard Evans

A World At Arms Gerhard Weinberg

After D-Day there was not even the remote chance of losing the war to Nazi Germany.

At the macro level, were there no setbacks?

Not sure what you mean with this.

How much longer could the US economy have sustained all of the New Troops, Tanks, Bombers, Food, Ammo etc etc, had the progress been slower?

The US didn't need to sustain such production level. The US produced far more stuff than it eventually used.

Just to give you an idea of the production power of the US. During the war the US was responsible for nearly a quarter (~23% of the ressources production ) while Germany had roughly 8%.

The US outproduced Germany very hard and it was not the only nation fighting. Germany had obviously a different situation than the US. The US was far bigger in terms of population and germany was in constant fighting for several years and was bombed.

When the war ended the US Army had huge stock piles of everything. Aircraft weapons tanks. Even they had stoped production in 44 it would not have mattered.

A big misconception about World War II is that people tend to forget that after Barbarossa this war was nothing else than a war of attrition. Even if the progress had been slower the germans would have lost soldiers and material aswell. To win this attrition war they needed to magically kill far more soldiers than they lose, same for vehicles and aircraft.

When you have an war of attrition the side with 5 times the production capabilities and 10 times the population is gonna win in the long run. Having a more efficient army only helps so much.