The answer is negative even for nonmonadic second-order logic by complexity considerations.
Assume for contradiction that such a sentence $\phi$ exists.
First, let us see how difficult it is to check that a given finite structure satisfies $\phi$. It is a standard fact that if $\phi$ were just an ordinary SO sentence (with only first-order relations and functions), then checking its truth in a structure $\mathcal M=([n],\dots)$ presented by the tables of the relations and functions can be done in the polynomial hierarchy PH, i.e., in $\Sigma^P_k$ for some constant $k$; in particular, an existential SO quantifier can be evaluated by nondeterministically guessing a witness (which takes $n^{O(1)}$ bits to write down), and dually for universal quantifiers.
Here we have to be more careful because we have more complex atomic formulas:
$C_R$: Counting the number of elements in a set can be done in polynomial time, but checking whether $(n_1,\dots,n_k)\in R$ may not be even computable for arbitrary $R$. However, the finitely many $R$’s that occur in $\phi$ are fixed, and we are only interested in $R$ restricted to $\vec n\in[n]^k$: this is altogether $n^{O(1)}$ many bits that only depend on $n$ rather than the whole structure, hence they can be supplied as nonuniform advice.
$F(X)$ and $G(X)$: We cannot afford to include the full table of $F$ and $G$ in the description of $\mathcal M$ in the first place, as this would take exponential size. Thus, we will assume that $F$ and $G$ are given to us as oracles that we can query at a given (polynomial-size) argument $X$.
All in all, in this representation, $\mathcal M\models\phi$ can be checked in
$(\Sigma^P_k)^{F,G}/\def\poly{\mathrm{poly}}\poly$ for some $k\ge1$. (Note that here the input proper is just $n$ written in unary; the rest of the structure is supplied by the oracles $F$ and $G$. The polynomial advice is independent of $F$ and $G$.)
To assess what can be computed in $(\Sigma^P_k)^{F,G}/\poly$ by means of $\phi$, let me recall (a relativized version of) the somewhat uncommon counting class $\def\cep{\mathrm{C_=P}}\cep$, which can be defined in several equivalent ways:
$X\in\cep^A$ if there is $R\in\mathrm P^A$ and a polynomial $p(n)$ such that for all $x$,
$$x\in X\iff|\{y:|y|=p(|x|)\land R(x,y)\}|=|\{y:|y|=p(|x|)\land\neg R(x,y)\}|.$$
$X\in\cep^A$ if there are $R,S\in\mathrm P^A$ and a polynomial $p(n)$ such that for all $x$,
$$x\in X\iff|\{y:|y|=p(|x|)\land R(x,y)\}|=|\{y:|y|=p(|x|)\land S(x,y)\}|.$$
$X\in\cep$ if there is $R\in\mathrm P^A$, a polynomial $p(n)$, and $F\in\mathrm{FP}$ such that for all $x$,
$$x\in X\iff|\{y:|y|=p(|x|)\land R(x,y)\}|=F(x).$$
Now, the existence of $\phi$ implies that for all oracles $A$,
$$\tag1\cep^A\subseteq(\Sigma^P_k)^A/\poly.$$
Indeed, fix, say, $R$ and $S$ as in the second definition of $\cep^A$ above. Then we can decide whether a given input $x$ of length $n$ belongs to $X$ by checking whether $\phi$ holds in the structure $\mathcal M=([p(n)],F,G)$, where $F$ and $G$ consist of sets $Y\subseteq[p(n)]$ such that the corresponding binary strings $y$ satisfy $R(x,y)$, resp. $S(x,y)$. Since a query to $F$ or $G$ can be evaluated in polynomial time with oracle $A$ using the input $x$, we can still check this in $(\Sigma^P_k)^A/\poly$. (Note that even though the simulated oracles for $F$ and $G$ depend on the input $x$, the polynomial advice still depends only on $n=|x|$—as it should—because it was independent of $F$ and $G$.)
Now, we just reap the consequences of (1) using a few results from complexity theory. To get from $\cep^A$ to more conventional classes such as PP and #P, (1) implies
$$\def\A{\mathit A}\mathrm{P^{\#P^\A}=P^{PP^\A}\subseteq NP^{\cep^\A}}\subseteq(\Sigma^P_{k+1})^A/\poly:$$
an oracle call to a $\mathrm{\#P}^A$ oracle (i.e., given $x$, count the number of $y$, $|y|=p(|x|)$, satisfying a poly-time predicate $R^A(x,y)$ with oracle $A$) can be simulated by nondeterministically guessing the result, and verifying it with a $\cep^A$ oracle (using the third definition of $\cep$).
Then, (the relativized version of) Toda’s theorem gives
$$\mathrm{PH^\A\subseteq P^{PP^\A}}\subseteq(\Sigma^P_{k+1})^A/\poly,$$
and a relativized version of the Karp–Lipton theorem gives
$$\tag2\mathrm{PH}^A=(\Sigma^P_{k+3})^A.$$
(In fact, with a bit more effort you can show that even $\mathrm{P^{PP}}^A=(\Sigma^P_{k+3})^A$, which then implies by induction that the whole relativized counting hierarchy $\mathrm{CH}^A$ collapses to $(\Sigma^P_{k+3})^A$, but we will not need this.)
All of this is supposed to hold for all oracles $A$. But this is impossible, as it is known that there exist oracles $A$ relative to which the polynomial hierarchy does not collapse, in particular, $(\Sigma^P_{k+3})^A\subsetneq(\Sigma^P_{k+4})^A$.
Concerning the latest edit: the parity of $F$ cannot be defined in this way either, by much the same argument—if it could, we would obtain
$$\tag{1'}\oplus\mathrm P^A\subseteq(\Sigma^P_k)^A/\poly$$
(see $\oplus$P), which again yields (2) by means of another version of Toda’s theorem (and relativized Adleman’s theorem):
$$\mathrm{PH^\A\subseteq BP\cdot\oplus P^\A\subseteq\oplus P^\A/\poly}.$$