The First Incompleteness Theorem of Gödel written in the language of set theory: $$\neg(\exists \beta\in\textbf{Fml})(\textbf{PA}\cup\textbf{FOL}\vdash \beta \land \neg\beta)\rightarrow (\exists G\in \textbf{Sent})(\textbf{PA}\cup\textbf{FOL}\not\vdash G) $$ where $\textbf{PA}\subseteq\textbf{ZFC}\subseteq\textbf{Sent}\subseteq\textbf{FOL}\subseteq\textbf{Fml}\subseteq\bigcup^{\infty}_{n=1}\textbf{L}_{FOL}^n$ and $\textbf{L}_{FOL}=\{\neg,(,),\rightarrow,\forall,v,c,P,*,',=\}$
(where PA is the set of axioms of Peano Arithmetics and FOL is the set of axioms of first order logic as given in Enderton(2001) with their implications, whereas Sent is the set of sentences and Fml is the set of formulas of $\textbf{L}_{FOL}$)
But it seems I need the set theoretic axioms to define, e.g., the set of expressions of L, since when I put $\textbf{Exp}=\{ (\alpha_1,\ldots,\alpha_n) | \alpha_i\in \textbf{L}_{FOL}\}$, I seem to be using the Axiom Schena of Seperation. My argument is that since at least the axioms of ZFC and FOL are needed prove Gödel's theorems, I can at most believe in the truth of the following sentence:
$$\textbf{ZFC}\cup\textbf{FOL}\vdash((\neg\exists\beta\in\textbf{Fml})(\textbf{PA}\cup\textbf{FOL}\vdash \beta,\neg\beta)\rightarrow (\exists G\in \textbf{Sent})(\textbf{PA}\cup\textbf{FOL}\not\vdash G))$$
(Here I am ignoring the circularity problems during the course of the proof such as, that I use ZFC to define Fml and vice versa - since Fml should be included in the axiom schema of seperation. I am also taking the sign ∈ as just another relation in $\textbf{L}_{FOL}$). So, could I conclude that Gödel's Incompleteness for Arithmetics is true only for models of the set of sentences $\textbf{ZFC}\cup\textbf{FOL}$(ZFC1)? Or why is my characterization of these matters is wrong?