Each clause unfolds the definitions: the interval is a subclass of the set of natural numbers with zero, and membership in a union and in a singleton gives the last clause.
Throughout, every element of a class is a set by Elements Are Sets, and the Empty Set and the Pair of Two Sets Exist and Are Unique (i), so membership in a class term is read off from Class Abstraction: the Class of All Sets Satisfying a Predicative Formula (i).
Intervals. Let . By Intervals of Natural Numbers (i),
which is the class of Class Abstraction: the Class of All Sets Satisfying a Predicative Formula (ii). Every element of it therefore satisfies , so by Subclasses and Subsets (i). Since is a set (The Natural Numbers and the Natural Numbers with Zero: Arithmetic, Order, Induction and Recursion (ii)), is a set by Subclasses of Sets Are Sets, the Union and Power Set of a Set Exist Uniquely, Binary Unions of Sets Are Sets, and the Universal Class Is Proper (i). This proves (i).
Subclasses of a class containing . Let and be classes, a set, and suppose . If , then by The Boolean Operations on Classes, Disjointness, and the Universal Class (i), hence by Subclasses and Subsets (i); thus . Since is a set, by The Empty Set, the Unordered Pair and the Singleton (iii), so by The Boolean Operations on Classes, Disjointness, and the Universal Class (i), and therefore . This proves (ii).
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