I was trying to solve Munkres' Topology, Section 24, Exercise 4:
Let $X$ be an ordered set in the order topology. Show that if $X$ is connected, then $X$ is a linear continuum.
My proof went:
Least upper bound property: Proof by contradiction. Let $A$ be a subset of $X$, where an upper bound exists in $X$. Suppose $\sup A \notin X$. Then $(-\infty, \sup A) = \bigcup\{(-\infty, x) : x \in X \land x < \sup A\}$ and $(\sup A, \infty) = \bigcup\{(x, \infty) : x \in X \land \sup A < x\}$ form a separation of $X$. This is a contradiction.
Existence of intermediate value: Proof by contradiction. Let $x, y \in X$, where $x < y$. Suppose $(x,y) = \emptyset$. Then $(-\infty, y)$ and $(x, \infty)$ form a separation of $X$. This is a contradiction.
I'm not happy with the first proof. It makes sense to assume an element within a set. But this proof assumes something exists, but it is outside of the set. How is this consistent with the modern set theory? How can I make this proof more rigorous?
Yeah, this is not legit. The negation of "$A$ has a least upper bound in $X$" isn't "the least upper bound of $A$ is not in $X$", but rather "there is no element of $X$ which is a least upper bound of $A$". In other words, "for every upper bound of $A$ there is another one which is lesser."
So instead, you could suppose that $A$ is a set that is bounded above but has no least upper bound. Try considering the set $U$ of all the upper bounds of $A$, which is intuitively the set of "everything greater than the nonexistent sup", but makes better sense. You should be able to show that $U$ and $X \setminus U$ are both open and nonempty.
Note that this is not really a proof by contradiction, but rather a contrapositive, since the statement being "contradicted" is precisely the original hypothesis.