= Solution
Use a relative consistency construction: a model of <ZF> gives one of <ZFC> through $L$, and we construct a model of <New Foundations with urelements> from it. In the language with membership and a unary predicate $S$, <NFU> requires that atoms have no members, extensionality holds between <sets>, and every <stratified formula> has a <set> extension. A type assignment gives equal variables equal types and raises type by one across membership. We prove the actual comprehension scheme, rather than invoke its consistency by name.
Start with a model $M\models\mathsf{ZFC}$ and Skolemize it. Apply the Ramsey construction from Question 1 to obtain increasing ordinal indiscernibles $(c_i)_{i\in\mathbb Z}$, all greater than $\omega+\omega$. The finite satisfiability step uses the infinite increasing list $\omega\cdot3,\omega\cdot4,\ldots$ in the original model. Include the ordinal and ordering requirements in the finite truth colorings. Ramsey and compactness produce the indiscernibles; their <Skolem hull> $N$ still models <ZFC>. The index shift gives an external structure automorphism $j$ of $N$ with $j(c_i)=c_{i+1}$. Such a model is necessarily externally ill-founded: $(c_0,c_{-1},c_{-2},\ldots)$ is an external descending ordinal sequence. No well-founded-model hypothesis is being smuggled in.
For every integer $i$, let $D_i$ be the external domain consisting of the objects of $N$ belonging internally to $V_{c_i}^N$. At type $i+1$, declare $S_{i+1}(y)$ iff $N$ says $y\subseteq V_{c_i}$. Use membership of $N$ only for flagged targets; an unflagged object has no typed members. A flagged object is a <set> of the preceding type. Set-extensionality holds since all members of a flagged <set> lie in $D_i$.
Every typed comprehension instance holds. Translate its finitely many typed quantifiers into quantifiers bounded by the appropriate <sets> $V_{c_r}^N$. Separation in $N$ gives its extension $A\subseteq V_{c_i}^N$ for the distinguished free variable of type $i$. Since $c_i+1\le c_{i+1}$, this subset is an object of $D_{i+1}$ and satisfies its <set> predicate. Also $j:D_i\to D_{i+1}$ is bijective and preserves the typed relations and flags. This is the required <type-shifting automorphism>.
Collapse to the single domain $D_0$ by defining
$$
S(y)\quad\Longleftrightarrow\quad N\models y\subseteq V_{c_{-1}},
\qquad
\boxed{x\mathrel E y\quad\Longleftrightarrow\quad S(y)\ \text{and}\ N\models x\in j(y).}
$$
If $S(y)$, its image $j(y)$ is a subset of $V_{c_0}$, so its entire extension is visible in $D_0$. The flag is necessary: an unflagged object might otherwise have a partial visible extension. Flagged coextensive objects have equal images under $j$, by extensionality in $N$, and hence are equal; atoms have no $E$-members.
Now take a stratified untyped formula $\varphi(x,\bar a)$. Shift its type assignment so that $x$ has type zero, allowing negative integer types for other variables. Send a variable of assigned type $r$ to $j^r$ of its untyped value. Equality is preserved, and membership $uEv$ translates to flagged ordinary membership from type $r$ to type $r+1$. A <set> predicate translates to its flag at that type. Quantifiers correspond bijectively under $j^r:D_0\to D_r$. Thus induction on the formula gives exact agreement between its untyped truth and this typed translation.
Typed comprehension supplies an object $A\in D_1$, flagged at type one, containing exactly the type-zero solutions. Let $b=j^{-1}(A)\in D_0$. It is flagged at type zero, and for every $x\in D_0$, $xEb$ iff $x\in A$ iff $\varphi(x,\bar a)$. This proves all stratified comprehension, including an empty <set> and the universal <set>. We have constructed
$$
\boxed{(D_0,E,S)\models\mathsf{NFU}.}
$$
If infinity is included in the convention for <NFU>, the same construction supports it: $\omega$ and its successor graph lie far below $c_{-1}$ and are fixed by $j$, since they are definable without parameters in $N$. The domain of the new <set> $\omega$ is the old $\omega$, since $j(\omega)=\omega$. An ordered pair in the new membership relation is $j^{-2}$ of the old Kuratowski pair. The old successor graph is fixed as a whole by $j$, so its elements are exactly these recoded pairs $(n,n+1)$ as $n$ ranges over $\omega$. It therefore supplies an actual new successor injection with proper range. This does not assume that $j$ fixes each nonstandard <natural number>. This is the <rank-shifting automorphism construction of NFU>; its logical ingredients are precisely the proved indiscernible-model construction and ordinary <set> separation in the typed domains.
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