BIG-IP : TCL to match member of set

Okay, so a few things:

Data groups are not all external. You can create internal data groups that also use the *class commands. This is by far the simplest option to achieve what you want for the string values.

The expr command is generally intended for math, so you don't need it to evaluate a string:

if { $name_first eq "John" } 

You can do a single expr for multiple integer evaluation:

set var 4
if { [expr { ( $var >= 3) and ( $var <= 5 )}] } {
    log local0. "match"
}