I'm trying to prove that it's not the case that $\Sigma \vdash \bigwedge_x F_x$, where $\Sigma= \{FA_1, FA_2, FA_3, \ldots , FA_n,\ldots\}$
I started to prove by contradiction. So assume that $\bigwedge_x F_x$ is derivable. Then by the soundness theorem $\Sigma \models \bigwedge_x F_x$.
I'm thinking that the contradiction has to do with the finiteness condition for $\models$, and since we're considering all $x$ in the one-place predicate $F$, that we cannot get a finite set out of $\Sigma$. So it's not consistent, which is the contradiction.
Is this the correct way to prove this?
You could observe that $$\{Fa_1, Fa_2, Fa_3, \ldots Fa_n \ldots \} \nvDash \forall xFx$$ by remarking that there are obviously interpretations which makes all the premisses true and the conclusion false. [Take the domain to be people, $F$ to have as extension the set of great philosophers, and all the $a_j$ to denote Aristotle ...] And hence, by the soundness of the relevant first-order deductive relation, $$\{Fa_1, Fa_2, Fa_3, \ldots Fa_n \ldots \} \nvdash \forall xFx.$$