 Solution

Every topological subspace $S\subseteq X$ again has the cofinite topology: its nonempty open subsets have finite complements in $S$, and every finite exclusion is obtained by intersecting with a cofinite open subset of $X$. As usual, the empty set is also open; this exception is implicit in the paper's shorthand definition.

If $S$ is infinite, any two nonempty relatively open sets intersect, since their complements are finite. Hence $S$ is hyperconnected space and therefore connected. If $S$ is finite, its cofinite topology is discrete topology. It is then connected exactly when it has at most one point. ThusThere are also infinite disconnected subsets of the product. Choose distinct $a,b\in X$ and put $D=\{a,b\}\times X$. This is infinite. The traces on $D$ of the ambient open setsare respectively $\{a\}\times X$ and $\{b\}\times X$. They are disjoint, nonempty and cover $D$, giving a separation. This answers the infinite-subset question, rather than only producing two isolated product points.