Edited in response to the latest change to the question
The answer is ‘no’. As you are considering $ \sqrt{x} $, we must look at $ x \geq 0 $.
Suppose that $ \sqrt{x} \in \mathbb{Q} \setminus \mathbb{Z} $. Let $ \sqrt{x} = \dfrac{p}{q} $, where $ p \in \mathbb{N}_{0} $, $ q \in \mathbb{N} $ and $ \gcd(p,q) = 1 $. This yields
$$
q^{2} x = p^{2}.
$$
By way of contradiction, assume that $ x $ is an integer. Then by the identity above, $ q $ must divide $ p^{2} $. However, $ \gcd(p,q) = 1 $, so this means that $ q = 1 $. Hence, $ \sqrt{x} = p $, which is a contradiction because we started our argument with $ \sqrt{x} \in \mathbb{Q} \setminus \mathbb{Z} $.
Conclusion: $ S = \varnothing $.