There are too many confusions in this thread. This post can be used for correct and definite formulations. (For more, see
https://plato.stanford.edu/entries/russell-paradox)
Below are three theorems, using only intuitionistic (thus classical too) rules of inference, applied to certain axioms:
One may wish to conceive mathematics in some other way, but if the discussion pertains to the rules of inference and axioms of ordinary mathematics, then below are English renditions of formalizations that have formalized proofs that are are machine-checkable from the stated axioms and rules of inference; that cannot be rationally disputed.
(1) There is no y such that for all x, x is a member of y if and only if x is not a member of itself.
Proof is by pure logic alone, no set theory need be invoked, as it is merely a case of:
There is no relation M such that there is a y such that for all x, x bears M to y if and only if x does not bear M to x.
(2) There exists a unique y such that for all x, x is member of y if and only if x is a member of x. That y is 0 (the empty set).
Proof uses the axiom of regularity, the schema of separation for existence, and the axiom of extensionality for uniqueness.
(3) There is no z such that for all x, x is a member of z.
Proof uses (1) and the axiom schema of separation.
EXPLANATIONS:
'The set of all sets that are not members of themselves' refers to a set, call it 'R', such that for any set x, x is a member of R if and only if x is not a member of x.
Russell's paradox is this contradiction:
The set of all sets that are not members of themselves is a member of itself, and the set of all sets that are not members of themselves is not a member of itself.
A proof* is obvious:
Suppose there is a set R such that for all sets x, x is a member of R if and only if x is not a member of x.
So substituting R for x, we have:
R is a member of R if and only if R is not a member of R.
Suppose R is a member of R. So R is not a member of R. So both R is a member of R and R is not a member of R.
Suppose R is not a member of R. So R is a member of R. So both R is member or R and R is not a member of R.
But either R is member of R or R is not a member of R. And, in either case, as above, R is a member or R and R is not a member of R. So R is a member of R and R is not a member of R. QED.
/
So, the supposition 'There is a set R such that for all sets x, x is a member of R if and only if x is not a member of x' yields a contradiction. So we infer the negation of that supposition, viz. 'There is no set R such that for any set x, x is a member of R is and only if x is not a member of x'.
But the earliest version of set theory had an axiom schema we all 'unrestricted comprehension', which is (read 'P(x)' as 'x has property P'):
For any property P that we can formulate, we have the axiom:
There is a set y such that for all sets x, x is a member of y if and only if x has property P.
Then let P(x) be 'x is not a member of x'.
Then we have:
There is a set y such that for all sets x, x is a member of y if and only if x is not a member of x.
But above (using 'R' instead of 'y') we proved that there is no such set y.
So the axiom schema of unrestricted comprehension yields a contradiction.
/
So set theory was reformulated to not have the unrestricted axiom axiom schema of comprehension but instead a restricted axiom schema (called the 'separation schema' or the 'specification schema' or the 'subset schema'):
For any property P that we can forumulate, we have the axiom:
For all sets z, there is a set y such that for all sets x, x is a member of y if and only if (x is a member of z and P(x)).
And to that schema we add the axioms: Extensionality, Pairing, Union, Power Set, Infinity and Regularity. (This is known as 'Z set theory').
In Z set theory (and in the extended theories, ZF, ZFC, etc.), there is no known proof of 'There is a set R such that for all sets x, x is a member of R if and only if x is not a member of x', and no known proof of any contradiction.
Moreover, in Z set theory there is a proof of 'There is not a set R such that for all sets x, x is a member of Y if and only if x is not a member of x'. It's just Russell's argument again:
Suppose there is a set R such that for all sets x, x is a member of R if and only if x is not a member of x.
So substituting R for x, we have:
R is a member of R if and only if R is not a member of R.
Suppose R is a member of R, so R is not a member of R. So both R is a member of R and R is not a member of R.
Suppose R is not a member of R, so R is a member of R. So both R is member or R and R is not a member of R.
But either R is member of R or R is not a member of R. And, in either case, as above, R is a member or R and R is not a member of R. So R is a member of R and R is not a member of R.
NOTICE that that argument didn't even need any axioms of set theory anyway. Moreover, we don't even have to mention the notion of 'set' nor 'member of'. We have (read 'M(x y) as 'x bears property M to y'; with one instance being 'x bears the property of being a member of y'):
There is no 2-place relation T such that there is a y such that for all x, T(x y) if and only if it is not the case that T(x x). I.e., 'There is no 2-place relation T such that there is a y such that for all x, x bears T to y if and only if x does not bear T to x.'
It's purely logical, not needing to mention sets nor membership:
Suppose there is a T such that there is a y such that for all x, T(x y) if and only if it is not the case that T(x x).
So, substituting y for x, we have T(y y) if and only if it is not the case that T(y y). And, as seen above, we then derive a contradiction.
Indeed, this may be seen as the lesson of the Barber Paradox in its purest form (don't even have to mention 'village' or 'barber'). There, instead of the 2-place property 'is a member of' we use the property 'shaves':
There is no y such that for all x, y shaves x if and only if x does not shave x.
/
Moreover, even in set theory, we don't have to mention the term 'set'. Rather, the only primitive is 'member of'. Indeed, though most people don't bother to do state these trivial steps, we can actually define 'set' ('iff' stands for 'if and only if'):
First with the axiom of extensionality, we define a unique y such that for all x, x is not a member of y. We dub that unique y as '0':
Axiom of extensionality:
For all x and y, if for all z, z is a member of x iff z is a member of y, then x equals y.
Also, from the logic of identity, we already have:
For all x and y, if x equals y, then for all z, z is a member of x iff z is a member of y.
So putting that together with the axiom of extensionality we have:
For all x and y, x equals y iff for all z, z is a member of x iff z is a member of y.
Then:
From the schema of separation we have:
For all z, there is a y, such that for all x, x is a member of y iff (x is a member of z and (x is a member of x and x is not a member of x)).
Let z be any object. (There is at least one object, as provided by the logic itself).
So there is a y, such that for all x, x is a member of y iff (x is a member of z and (x is a member of x and x is not a member of x)).
By logic, we can reduce that to:
There is a y, such that for all x, x is a member of y iff (x is a member of x and x is not a member of x)).
By the axiom of extensionality, such a y is unique, since there is no x such that x is a member of x and x is not a member of x.
Then:
df. 0 is the unique y such that for all x, x is a member of y iff (x is a member of x and x is not a member of x).
df. x is a class iff there is a y such that y is a member of x or x is 0.
df. x is a set iff x is a class and there is a z such that x is a member of z.
So, since the context here is set theory, we can drop mentioning 'set' throughout. Though, we use the nickname for 0 as "the empty set".
/
Next, using only the schema of separation we prove that there is no z such that for all x, x is a member of z:
Suppose there is a z such that for all x, x is a member of z:
So, by the schema of separation:
There is a y such that for all sets x, x is a member of y iff (x is a member of z and x is not a member of x).
With some routine logic steps, we get:
There is a y such that for x, x is a member of y iff x is not a member of x.
Thus, there is no z such that for all x, x is a member of z.
NOTICE, we need no invoke extensionality nor regularity, only an instance of the axiom schema of separation.
/
* That proof uses excluded middle, but we can prove it intutionistically too:
Instead of proving that both R is a member of R and R is not a member of R, we prove a different contradiction, viz. that both R is not a member of R and it is not the case that R is not a member of R:
Suppose there is a set R such that for any set x, x is a member of R if and only if x is not a member of x.
So substituting R for x, we have:
R is a member of R if and only if R is not a member of R.
If R is a member of R then both R is a member of R and R is not a member of R. But it is not the case that both R is a member of R and R is not a member of R. So, by modus tollens, R is not a member of R.
If R is not a member of R then both R is a member of R and R is not a member of R. But it is not the case that both R is a member of R and R is not a member of R. So, by modus tollens, it is not the case that R is not a member of R.
But both 'If R is a member of R then R is not a member of R' and 'If R is not a member of R then R is a member of R'. So both R is not a member of R and it is not the case that R is not a member of R. QED.