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The class of simple groups isn't elementary. To see this, first note that if it were, then an ultraproduct of simple groups would be simple. But an ultraproduct of the finite alternating groups is clearly not simple. (An $n$-cycle cannot be expressed as a product of less than $n/3$ conjugates of $(1 2 3)$ and so an ultraproduct of $n$-cycyles doesn't lie in the normal closure of the ultraproduct of $(1 2 3)$. )

It turns out that an ultraproduct $\prod_{\mathcal{U}} Alt(n)$ has a unique maximal proper normal subgroup and the corresponding quotient $G$ is an uncountable simple group. This group $G$ has the property that a countable group $H$ is sofic if and only if $H$ embeds into $G$. For this reason, $G$ is said to be a universal sofic group.

As for your third question, Shelah has constructed a group $G$ of cardinality $\omega_{1}$ which has no uncountable proper subgroups. Clearly $Z(G)$ is countable. Consider $H = G/Z(G)$. Then $H$ also has no uncountable proper subgroups.Furthermore, every nontrivial conjugacy class of $H$ is uncountable and it follows that $H$ is simple.

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The class of simple groups isn't elementary. To see this, first note that if it were, then an ultraproduct of simple groups would be simple. But an ultraproduct of the finite alternating groups is clearly not simple. (An $n$-cycle cannot be expressed as a product of less than $n/3$ conjugates of $(1 2 3)$ and so an ultraproduct of $n$-cycyles doesn't lie in the normal closure of the ultraproduct of $(1 2 3)$. )

As for your third question, Shelah has constructed a group $G$ of cardinality $\omega_{1}$ which has no uncountable proper subgroups. Clearly $Z(G)$ is countable. Consider $H = G/Z(G)$. Then $H$ also has no uncountable proper subgroups.Furthermore, every nontrivial conjugacy class of $H$ is uncountable and it follows that $H$ is simple.