Let ZFC set theory, what is the domain of quantification of a formula like $\forall x\phi(x)$? If the domain is the whole Von Neumann Hierarchy $V$ why it is not a problem that it doesn't form a set?
quantification domain of set theory formulas
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Set theory doesn't happen in vacuum. There's still first-order logic in the meta-level (which is often either some set theory, or a weak number theoretic theory; depending on the philosophical bent of the mathematician).
The quantifiers are objects of the meta-theory, not of $\sf ZFC$. We define their meaning from outside of set theory.
What might be confusing is the fact that $\sf ZFC$ can "internalize" first-order logic, and reinterpret it as sets and define what is a structure and so one and so forth. In which case, a universal quantifier is defined as a set and is interpreted only on a given structure.
But the quantifiers in the axioms of $\sf ZFC$, or generally in the language of set theory, are not internal to the universe of set theory, but rather external and live in a larger universe (in case the meta-theory is a set theory), or they are syntactic objects (in case the meta-theory is a number theory). Those are two different "planes of existence".
You can see Kenneth Kunen, The Foundations of Mathematics (2009), page 16 :
See also, after the discussion of Russell's Paradox [page 18] :
If we want to study models of $\mathsf {ZFC}$, we have to do it into a theory $\mathsf {ZFC}^+$ "stronger" than $\mathsf {ZFC}$, i.e. into a theory capable of proving the existence of a set $Z$ [which is an object of the universe of $\mathsf {ZFC}^+$] "large enough" to act as $V$ for $\mathsf {ZFC}$, i.e. a set of $\mathsf {ZFC}^+$ containing all the objects necessary to satisy the axioms of $\mathsf {ZFC}$.