Yet the very notion of countability in ZFC, which is itself a first-order theory, is rendered completely relative by Löwenheim-Skolem. ZFC itself has a countable model.
If "plenty of interesting properties of familiar mathematical objects cannot be captured by a first-order theory" then that also undermines ZFC, which is a first-order theory.
ZFC was specifically designed to be immune to the classic paradoxes of naive set theory: Russell's paradox, the Burali-Forti paradox, and Cantor's paradox.
You are arguing that the ground moves to perfectly fit the shape of a puddle.
Zermelo was one of the first to reference "Cantor's theorem" in his papers.
These paradoxes do not occur in higher-order logic. You don't need ZFC or any first-order set theory for that. (Also, your comment doesn't address the sentence I quoted.)
I don't understand what you mean. Higher-order logic does have classical negation. First-order PA tries to approximate the (second-order) induction axiom by replacing it with an infinite axiom schema, but that doesn't rule out non-standard numbers.