notation:
$Id=\{\langle x,y\rangle : x=y\}$ (identity relation)
$X[y]$ (image of an element y under a relation X)
the set I am asking for is:
$Z=\{\langle x,y\rangle : \neg \exists k\; y \in k \wedge \langle y,k\rangle \in x\}[Id]$
in words:
it is an image of the element (which is a relation) $Id$ under $\{\langle x,y\rangle : \neg \exists k\; y \in k \wedge \langle y,k\rangle \in x\}$
The condition for stratification for a formula $\Phi$ in Quine's New Foundation :
In your proposal, you are using $\langle y, k \rangle$, that is $\{ \{ y \} \{ y, k \} \}$; because of $y \in \{ y \}$ we need $\sigma(y) = n$ and $\sigma(\{ y \}) = n+1$, and also $\sigma(\{ y, k \}) = n+1$.
We have also $y \in k$, so that $\sigma(k) = n+1$.
But $k \in \{ y, k \}$ and this conflicts with the above assignements.
According to the SEP entry :
Thus, in every case we have problems with the formula $y \in k \land \langle y, k \rangle \in x$.