Preflop
I agree with just calling his 3-bet, since you are a bit deep with him, and it was also LJ vs. HJ so the first two seats on a 6-max table. I think, if you 4-bet here and face a 5-bet, you end up being against AA or KK a huge percentage of the time.
Flop
You flopped the nuts, so obviously a great flop for you. Often top set is a good hand to slowplay because it block top pair. But here I would not slowplay. From his 3-bet preflop he is more likely to have AA or KK rather than AQ or KQ. So blocking top pair is not all that important, and there is also a flushdraw on board. And for those reasons I go for a check-raise here basically hoping to stack AA or KK and charge his flushdraws. If he is C-betting AK or air, he is probably not going to fire the turn to often, so for me I am ok folding out that bluffy part of his range and go for max value against the stronger parts of his range.
Turn
This was basically the worst card in the deck for you, since it completed the flushdraw, and KK now has a higher set. Ah would also be bad, since it would give AA a higher set, but with Ah on the board at least it would be much less likely, he has a flush. When a card is really bad for you, but you still beat parts of his range, it makes no sense to turn up your aggression. So I dont like this donk bet at all. You are almost overrepresenting your hand, since you are essentially saying, that you turned a flush. As played you should check-call again and then also look to check-call on most rivers.
River
If you think, he is never folding AA or AK, then its ok to bet again as played. There is however a problem with the stack to pot ratio, when you go for this sizing. If he jam on you, you are going to be getting 4:1, which is a really good price, but you are typically going to be beat. So before putting out this bet, you need to think about, what you are going to do facing a jam. And if the plan is to bet-fold, I prefer to go a bit smaller, so that I lose less. This also reduce the risk, he find a tight fold with the
hands, you are trying to get value from, which are mainly AA and AK. The alternative is to jam, but even at 2NL I think, there is a high risk, you would mainly get action, when you are beat.
Results
Set over set is always a bit of a cooler, and maybe the result would have been the same regardless. But I still dont like leading on the turn.