= Solution
Work in <ZFC>. The move alphabet need not be <countable>; <choice> permits the selections of moves, strategies and witnesses used below. Assume $A\ne\varnothing$; with the usual convention that a player unable to move loses, the empty alphabet is a trivial terminal game. We prove <Borel determinacy theorem> by strengthening the assertion to the existence of <game coverings> that unravel payoffs. Simply asserting that determined payoffs are <closed> under <countable> unions would not be a proof.
It is useful to allow a tree of legal finite plays with terminal nodes explicitly labelled as losses for either player. For an infinite branch, I wins exactly when it belongs to the payoff $C$. Projection of a game tree is length-preserving and respects prefixes. At a projected original terminal node the outcome is inherited, but the new tree may also have artificial terminal losses.
A <covering of an infinite game> has such a projection $\pi:S\to T$ and maps $\Phi$ taking a <strategy> on $S$ to a <strategy> of the same player on $T$. Its crucial lifting condition is this: each maximal play $x$ on $T$ following $\Phi(\sigma)$ has a $\sigma$-compatible lift $y$ on $S$, either projecting exactly to $x$ with its inherited terminal outcome, or projecting to a prefix of $x$ and ending in a loss for the player using $\sigma$. Its <strategy> maps must be local in depth: choices up to a given depth use only the upstairs <strategy> up to that depth. A $k$-covering preserves the initial $k$ levels and choices. If $\pi^{-1}(C)$ is <clopen>, call it an <unravelling of a game payoff>. A winning upstairs <strategy> cannot have a compatible premature losing lift; hence any such covering transfers winning strategies downstairs, for the payoff pulled back by $\pi$.
First, <clopen determinacy with terminal losses> holds on any set-sized tree. At a node where all infinite extensions have one fixed winner, the other player can win only by <forcing> a terminal loss for that winner. Decide that reachability game by the <winning-position attractor in an infinite game>: begin with the desired losing terminals, add the attacking player's positions with a successor already in the attractor and the defending player's positions with every successor in it, and take unions at limit stages. Entry ranks give a <strategy> reaching the target; outside the attractor the defender avoids it. If there are no infinite extensions the same reachability analysis still applies. At every remaining position there are infinite extensions in both $C$ and its complement. This remaining tree is <well-founded>, since an infinite branch through it would contradict clopenness at that branch. <Well-founded recursion> now assigns a winner upwards from the already decided nodes, choosing a winning successor when the player to move has one. These choices give an actual winning <strategy>.
Next we construct an <announcement-and-challenge covering of a closed payoff>. Let $C\subseteq[T]$ be <closed>, and choose an even depth $l>k$. Play initially follows $T$ unchanged. At a nonterminal position $p$ of length $l$, replace I's next move $a$ by $(a,X)$, where $X$ is any <subset> of the following <set> $Z_{p,a}$ of exit positions: $r$ strictly extends $pa$, is nonterminal, and is a shortest such extension along its branch satisfying $[T_r]\cap C=\varnothing$. If $[T_{pa}]\cap C=\varnothing$ already, the first nonterminal extension beyond $pa$ counts as an exit. Distinct exits form a prefix antichain. An original terminal move always keeps its original outcome.
Player II now either accepts and makes an ordinary next move $b$, or challenges an $r\in X$ and makes the move $b$ prescribed by that $r$. On acceptance, continue the original play until the first exit $r$: it is an artificial win for I if $r\in X$, and an artificial loss for I otherwise. On a challenge, both players are forced to follow $r$ until it is reached, after which the original game resumes without the acceptance stopping rule. The projection forgets the announcements and challenge flags.
An infinite accepted play avoids all exits. Every sufficiently long prefix of its projection therefore has a continuation in $C$, so closedness implies that the projection is in $C$. Every infinite challenged play passes through an exit cylinder disjoint from $C$. Thus among infinite plays the pulled-back payoff is decided by II's acceptance or challenge: it is <clopen>. This remains true when a particular branch reaches an inherited terminal position before either case produces an infinite play.
Here is the strategy-transfer proof, which also fixes the artificial terminal labels. Given an I-strategy $\sigma$ upstairs, use its announced ordinary move $a$ downstairs and initially simulate an accepting response. If the projected play never exits, this is an exact lift. If its first exit $r$ is not in the announced $X$, the accepting lift ends in a loss for I, as allowed. If $r\in X$, switch to the simulation in which II challenged this particular $r$. The earlier ordinary prefix is unchanged: all moves through $r$ in the challenged simulation are forced and agree with the observed prefix. Beyond $r$ follow $\sigma$ in that simulation. This gives an exact compatible lift. Original terminal outcomes are inherited throughout.
For an II-strategy $\tau$ upstairs, after seeing $pa$ downstairs, let
$$
Y=\{r\in Z_{p,a}:\text{no announcement }X
\text{ makes }\tau\text{ challenge }r\}.
$$
For the announcement $X=Y$, the <strategy> $\tau$ must accept, since a challenge would have to name an element of $Y$. Use its accepting ordinary response downstairs and simulate that acceptance until an exit. If the exit $r$ belongs to $Y$, the accepting lift is an artificial loss for II, as required. If $r\notin Y$, choose an announcement $X_r$ for which $\tau$ challenges $r$, and switch to that simulation. Its first ordinary response and all the intervening forced moves agree with the actual prefix $r$; after $r$ use $\tau$ there. This gives an exact lift. Choices of $X_r$ use <choice>. No switch uses unseen future moves, and the definition of $Y$ uses only the <strategy>'s responses at the fixed announcement level. Thus the maps are local in depth. The unchanged initial segment makes this a $k$-covering.
We now establish the stronger assertion: \b[every Borel payoff on every such game tree admits a $k$-unravelling for every finite $k$]. <Closed> payoffs were just handled. Complements need no new construction, since the complement of a <clopen> pulled-back payoff is <clopen>.
For <countable> unions, suppose $C=\bigcup_{n<\omega}C_n$ and the stronger assertion is known for each constituent and for its continuous pullbacks. Starting with $T_0=T$, choose a covering $T_{n+1}\to T_n$ that unravels the current pullback of $C_n$ and preserves at least the first $k+n$ levels and choices. Previously unravelled payoffs remain <clopen> under further continuous projections. There is a <depth-stabilizing inverse limit of game coverings>: each finite level eventually ceases to change, and these stable levels form a tree $T_\infty$.
For completeness, the limit retains the covering property, not just the topology. Compose the projections and the depth-local <strategy> maps; their finite restrictions stabilize. To lift a play following the limit-projected <strategy>, lift it successively, coherently, from $T_n$ to $T_{n+1}$. If all lifts are exact, the stabilized finite prefixes give a compatible play on $T_\infty$. If a premature losing terminal lift occurs, every further lift is either exact or another losing terminal prefix, so its length cannot increase; lengths and then its finite position stabilize. This produces the permitted losing terminal lift in the limit. The choices needed to select successive lifts are available in <ZFC>. Projections, inherited terminal outcomes and depth-local <strategy> maps consequently make $T_\infty\to T$ a genuine $k$-covering.
On $T_\infty$, the pullbacks of all the $C_n$ are <clopen>, so their <union> is <open>. Its complement is <closed>. Apply the closed-payoff construction once more to unravel this complement; it unravels the <union> too. Composition gives the desired covering of $T$. This proves the induction step. Induction on a well-founded construction of a <Borel set>, whose operations are complementation and <countable> <union> starting from <open> <sets>, proves the assertion for every Borel payoff. Continuous preimages of a constituent have the same type of construction, so the induction hypothesis used at successive covers is justified. No countability of the move alphabet was used; all enlarged alphabets and trees remain <sets>.
Finally apply this result to $T=A^{<\omega}$. The unravelled <clopen> game has a winning <strategy> by the first argument. The covering lifting condition transfers it to the original game. Therefore
$$
\boxed{\text{for every Borel }C\subseteq A^\omega,
\text{ one player has a winning strategy in }G(C).}
$$
This is a theorem in the usual background <set> theory with <choice>; it does not assert unrestricted determinacy for arbitrary, non-Borel payoffs.
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