“The judgment was set, and the books were opened” does this indicate the the judging of the unsaved happens during the millennium?

No. In a conservative Baptist, premillennial understanding, Daniel 7:10 does not place the final judgment of the unsaved during the Millennium itself.

Daniel 7:10 says:

“A fiery stream issued and came forth from before him: thousand thousands ministered unto him, and ten thousand times ten thousand stood before him: the judgment was set, and the books were opened.”

The immediate context is God judging the fourth beast and the little horn, not the Great White Throne judgment of all the unsaved dead.

Daniel 7:11 says:

“I beheld then because of the voice of the great words which the horn spake: I beheld even till the beast was slain, and his body destroyed, and given to the burning flame.”

So the judgment in Daniel 7 is connected especially with the destruction of the beastly Gentile kingdom and the blasphemous “little horn,” which we understand as the Antichrist. This happens before Christ’s kingdom is fully manifested on earth, because the next verses speak of the Son of man receiving dominion:

“And there was given him dominion, and glory, and a kingdom…”
Daniel 7:14

So Daniel 7 presents the heavenly court judgment that results in the overthrow of Antichrist and the establishment of Christ’s kingdom.

The final judgment of the unsaved dead is shown most clearly in Revelation 20, after the thousand years:

“But the rest of the dead lived not again until the thousand years were finished.”
Revelation 20:5

Then later:

“And I saw a great white throne, and him that sat on it…”
Revelation 20:11

And:

“And I saw the dead, small and great, stand before God; and the books were opened: and another book was opened, which is the book of life…”
Revelation 20:12

That is the Great White Throne judgment. It is after the Millennium, not during it.

So the distinction is important:

Daniel 7:10 — the heavenly court sits in judgment against the beast, the little horn, and Gentile world power before the kingdom is given to the Son of man.

Revelation 20:11–15 — the unsaved dead are judged at the Great White Throne after the thousand years are finished.

The phrase “the books were opened” appears in both settings, but that does not require both passages to describe the same exact judgment. Scripture shows different judgments at different times. Daniel 7 concerns the judgment of Antichrist’s kingdom before the reign of Christ; Revelation 20 concerns the final judgment of the unsaved dead after the reign of Christ.

So, plainly stated: the judgment of the unsaved dead does not happen during the Millennium. It happens after the Millennium at the Great White Throne.