So Im ok with part (a)
For part (b) I came up with
$\sigma_n :=\exists x_1 \exists x_2 ... \exists x_n \Bigg(\bigwedge_{i\neq j}\Big(\neg (x_i\leq x_j)\wedge \neg (x_j\leq x_i)\Big)\Bigg)$
But I don't understand part (c). To me if you have $\sigma_n$ true for all $n$ then I can find an anti-chain with arbitrarily large size so there is an infinite anti chain.

Your answer to part b) looks correct to me.
Suppose we have a set $\{X_n: n \in \mathbb{N} \}$ of antichains in some model $\mathcal{M}$, where $X_i$ is of size $i$. Then, although we have arbitrarily large finite antichains, we don't necessarily have an infinite antichain. If we also knew that $X_i \subseteq X_{i+1}$ for each $i$, then $\bigcup_{n \in \mathbb{N}} X_n$ would be an infinite antichain - but that assumption does not always hold true.
A case in point is the model in part c). We have that $x \preccurlyeq y$ iff $x=y$, or there is some $n^2$ less than $y$ but not less than $x$. Thus to find an antichain of size $k$, we just need to find a set of $k$ natural numbers $x_1, \ldots, x_k$ such that if $n^2 < x_i$ then $n^2 < x_j$ for any $i, j \le k$. In other words, we need to find a gap between two consecutive squares that's at least $k$ numbers long. (This is clearly possible, as $(k+1)^2 - k^2$ is unbounded.) Thus for any $k$, $(\mathbb{N}, \preccurlyeq) \vDash \sigma_k$. However, there's no infinite antichain $\{x_1, x_2, \ldots \}$ in $(\mathbb{N}, \preccurlyeq)$ as this would imply that there is a square number with an infinite gap before the next square, i.e. a biggest square number.