I'm not very experienced with respect to Category Theory. So if this question makes no sense I'm sorry. At any rate here is my question: If the existence or non-existence of specific sets can be independent of set theory, then how can it be that the category Set is complete under small limits?

For example, suppose you have a small category A, with objects that are linearly ordered spaces X such that: X is without smallest or largest element, X has CCC, X is complete, and X is dense in itself. And as morphisms for A, you take order preserving bijections. Now, let F be the forgetful functor from linearly ordered spaces to their underlying set.

How exactly can you define the limit over F inside of Set?

Am I correct in saying that the answer depends drastically on the set theoretic universe you pick?