The following links definable sets of a (first order) structure and its automorphisms:
Proposition (see D. Marker 'Model theory: an introduction' Prop 1.3.5) Let $\mathcal{M}$ be an $\mathcal{L}$-structure with domain $M$. If $X\subset M^n$ is $A$-definable, then if $\sigma$ is an automorphism of $M$ and $\sigma(a)=a$ for all $a\in A$ (that is, $A$ is fixed pointwise) then $\sigma(X)=X$ (that is, $X$ is fixed setwise).
However the converse is not true in general (see http://www.cantab.net/users/jonathankirby/InvitationToModelTheory_v0_3_1.pdf for an example).
Question: I am looking for an example of the converse failing when $\mathcal{M}$ is $\aleph_0$-categorical. That is, find an $\aleph_0$-categorical structure $\mathcal{M}$, $X\subset M^n$, and $A$ a finite subset of $M$ such that $X$ is not $A$-definable but that all automorphisms of $M$ that fix $A$ pointwise, fixes $X$ setwise.
Edit: By '$M$ is $\aleph_0$-categorical' I mean that $M$ is the unique (up to isomorphism) countable structure over a countable language with Th($M$) $\aleph_0$-categorical (the theory of $M$).
There is no such example. One of the features that make $\aleph_0$-categorical structures so nice is that automorphism invariance is equivalent to definability.
I'm assuming you know the Ryll-Nardzewski theorem (Theorem 4.4.1 in Marker). Suppose $M$ is an $\aleph_0$-categorical structure, $A$ is a finite subset of $M$, and $X\subseteq M^n$ is fixed setwise by all automorphisms of $M$ that fix $A$ pointwise.
Let $a$ and $b$ be $n$-tuples from $M$. Suppose $a\in X$ and $\text{tp}(a/A) = \text{tp}(b/A)$. Then since $M$ is homogeneous, there is an automorphism $\sigma$ of $M$ such that $\sigma$ fixes $A$ pointwise and $\sigma(a) = b$. Since $\sigma$ fixes $X$ setwise, $b\in X$.
Now let $S_X$ be the set of types $\{p\in S_n(A)\mid \exists a\in X\text{ satisfying }p\}$. $S_X$ is finite (since $S_n(A)$ is finite), and each type $p(x)\in S_n(A)$ is isolated by a formula $\psi_p(x)$ with parameters from $A$. Now you should try to check that $X$ is definable by $$\bigvee_{p\in S_X} \psi_p(x).$$