Everywhere I have looked up, see here, the indefinite integral is defined as: $$F'(x)= f(x) \iff \int f(x) \, dx= F(x) + C $$
From what I understand if $f$ has an antiderivative $F$ then the set $$\{F(x) + C : C \in \mathbb{R}\}$$ is called "indefinite integral" of $f$.
But I don't understand the definition, $F'(x) =f(x)$... okay, where? What values of $x$? For every $x$ in the domain of $f$? Oh then I think we have a problem.
Let $f(x)= 0$ for $x \in (0,1)\cup(1,2)= \text{Domain}(f)$, we then go on to say $\displaystyle\int f(x)\, dx =\int 0 \ dx = C = \{ F(x) = C, \forall x \in \text{Domain}(f): C \in \mathbb{R}\}$, a set of constant functions... Sure but what if $F:(0,1)\cup(1,2)\to \mathbb{R}$ given by, $$ F(x)= \begin{cases}1, \ x \in (0,1) \\ \\ 2, \ x \in (1,2) \end{cases}$$ then $$F'(x)= 0 = f(x)\, , \ \forall x \in \text{Domain}(f)$$ but $F(x)$ is not a constant function on $\text{Domain}(f)$ and so $F(x)\notin \displaystyle\int f(x) \, dx$ and yet $F'(x)=f(x), \forall x $. What gives? Surely, that definition is incomplete?
NOTE: I have not mentioned $f$ is Riemann integrable or not so writing $F(x)=\int_a^x f(t) \, dt$ is already a no-go.
You make a good point. Indefinite integral notation and manipulation tends to be a little loose, in my opinion. And you’re also right that, on a disconnected domain, it’s perfectly allowable to have multiple different constants. Famously $\int1/x=\ln|x|+C$ can have a different $C$ on $(-\infty,0)$ to $(0,\infty)$. I wouldn’t worry too much: $\int f$ just stands for “some antiderivative of $f$, on some subdomain of the domain of $f$”.
For instance it’s common to perform u-substitutions and the like with indefinite integrals - but, without any bounds of integration, those substitutions might not be valid! You then end up with an antiderivative that works in some places, but not in others. And as far as indefinite integration cares, that’s ok. $\int f$ just notationally streamlines the integral calculus.