Customize Fieldsets in Drupal 8

custom_fieldset.module.php

<?php

/**
 * Implements hook_theme, see https://api.drupal.org/api/drupal/core!lib!Drupal!Core!Render!theme.api.php/function/hook_theme/8.2.x
 */
 function custom_fieldset_theme($existing, $type, $theme, $path) { 
   return array(
    'my_fieldset' => array(
      'template' => 'my_fieldset',
      'path' => $path .'/templates',
      'render element' => 'element'
     )
   );
 }
 
 /**
  *  This is the theme callback for the custom fieldset theme.
  */
 function theme_my_fieldset(&$variables) { 
   // See http://www.drupalcontrib.org/api/drupal/drupal!core!includes!form.inc/function/theme_fieldset/8 
 }

CustomFieldsetDemo.php

<?php

/**
 * {@inheritdoc}
*/
public function buildForm ($form, $formState) { 
  
  // First define our fieldset, and add a #theme tag to our element.
  // See http://www.drupalcontrib.org/api/drupal/drupal!core!includes!form.inc/function/theme_fieldset/8 
  // for the default implementation.
  $form['customFieldset'] = array( 
   '#type' => 'fieldset',
   '#theme' => 'my_fieldset',
   '#title' => t('My Custom Fieldset')
  );
  
  return $form;
}

my_fieldset.html.twig

// insert your custom html.
// You must clear cache after each change.