If $\mathcal{A}$ and $\mathcal{B}$ are small categories (i.e. objects are sets, not proper classes) and $F,G:\mathcal{A} \to \mathcal{B}$ are both (contra/co)variant functors, then the the 'collection' of natural transformations $Nat(F,G)$ is also a set.
Say we now have arbitary categories $\mathcal{C}$ and $\mathcal{D}$, with functors $S,T$ such that $S,T:\mathcal{C} \to \mathcal{D}$. Then it seems logical that $Nat(S,T)$ may be a proper class, and not a set.
Can anyone provide any examples?
Moreover (this is a bit more philosophical) - are such examples pathological, or do non-small categories arise naturally, outside of say, just studying higher category theory?
I am guessing in something like higher homotopy theory, one could possibly get in trouble?
This thread seems somewhat related