The comprehension axiom schema (or any other construction that can be used by a proof checker algorithm) isn't enough to prove all the statements people consider to be inescapable consequences of second-order logic. You can view the system you described as a many-sorted first-order theory with sets as one of the sorts, and notice that it cannot prove its own consistency (which can be rephrased as a statement about the integers, or about a certain Turing machine not halting) for the usual Goedelian reasons. But we humans can imagine that the integers exist as "hunks of Platoplasm" somewhere within math, so the consistency statement feels obviously true to us.
It's hard to say whether our intuitions are justified. But one thing we do know, provably, irrevocably and forever, is that being able to implement a proof checker algorithm precludes you from ever getting the claimed benefits of second-order logic, like having a unique model of the standard integers. Anyone who claims to transcend the reach of first-order logic in a way that's relevant to AI is either deluding themselves, or has made a big breakthrough that I'd love to know about.
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We don't seem to understand each other yet :-(
The argument wasn't specific to ZFC or HOL, it was intended to apply to any system that can have a proof checker.
Sorry, I screwed up the wording there, meant to say simply "unique model of the integers". People often talk about "standard integers" and "nonstandard integers" within models of a first-order axiom system, like PA or ZFC, hence my screwup. "Standard model" seems to be an unrelated concept.
The original post says something like that, search for "we know that we have only one (full) model".
Pointing out the Gödelian limitations of all systems with recursively enumerable axioms doesn't seem like much of criticism of the system of nth-order logic I mentioned. Now I have less of an idea of what you're trying to say.
By the way, I think he's using "full model" to mean "standard model." Presumably, the standard integers are the standard model that satisfies the Peano axioms, while nonstandard integers are any other satisfying model (see http://en.wikipedia.org/wiki/Non-standard_model_of_arithmetic ).