I have studied some elementary set theory and encountered a proof that a universal set containing everything cannot exist, as follows:
Suppose, on the contrary, that there exists a set $\mathbb U$ containing everything. Then, by the axiom of specification, there exists a set $$\mathbb M= \{ x\in \mathbb U |\ x\ \text{is not a member of itself}\ \}$$ however, we can easily demonstrate that both $\mathbb M \in \mathbb M$ and $\mathbb M \notin \mathbb M$ lead to a contradiction.
I was wondering if such a contradiction still arises in a different way when we assume that it is impossible for any set to contain itself and consider $\mathbb U$ as the universal set that contains everything except itself.