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I'll assume that the subset is compact.

Then, if you use Cech cohomology, Alexander duality turns this into a question about the complement, which is a 3-manifold.

So, I answer with another question: Can a (wild) open submanifold of the 3-sphere have torsion in its homology? (My guess is no. But then I'm not RH Bing.)

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I'll assume that the subset is compact.

Then, if you use Cech cohomology, Alexander duality turns this into a question about the complement, which is a 3-manifold.

So, I answer with another question: Can a (wild) open submanifold of the 3-sphere have torsion in its homology?