There is a (lightface) Σ01 set A ⊆ ω such that for each p > 0 the Σ01 set Tp ⊆ ωp given by
Tp( j,x1,…,xp ) iff ∃t[ ⟨ j,⟨ x1,…,xp,t ⟩,1 ⟩ ∈ A ]
parametrizes the Σ01 subsets of ωp, in the sense that X ⊆ ωp is Σ01 iff for some j, X is the j-section
{ (x1,…,xp) : Tp( j,x1,…,xp ) }
of Tp. The set A is obtained by formalizing Kleene's notion of recursive derivation. (For details, see p. 127 of Moschovakis's Descriptive Set Theory, Second Edition. Any odd notation I use below is from that book; for instance, the asterisk will denote concatenation.)
We use A to define, for each pair p,n > 0, a set Spn ⊆ ωp+1 that parametrizes the Σ0n subsets of ωp. It will be useful to write φ(α) as shorthand for the conjunction of this
∀j ∀y [ ∃i (α(i) = ⟨1,j,y⟩) ↔ (Seq(y) ∧ ∃t (⟨j,y*⟨t⟩,1 ∈ A)) ]
with this
∀j ∀y ∀m>0 [ ∃i (α(i) = ⟨m+1,j,y⟩) ↔ (Seq(y) ∧ ∃t ¬∃h (α(h) = ⟨m,j,y*⟨t⟩⟩)) ].
Here α ranges over ωω and the Roman letters range over ω. Maintaining this convention, write ψ(α,n,j,y) for
∃m [ n = m+1 ∧ ∃i (α(i) = ⟨m+1,j,y⟩) ].
Notice that φ(α) ∧ ψ(α,n,j,y) defines an arithmetical subset of ωω × ω3. Hence the set H ⊆ ω3 given by
H(n,j,k) iff ∃α (φ(α) ∧ ψ(α,n,j,y))
is Σ11 since that pointclass is closed under projection along ωω. Moreover, induction on n reveals that the last displayed line is equivalent to
∀α (φ(α) → ψ(α,n,j,y)).
Hence H is in fact Δ11. Now for p,n > 0 define
Spn = { (j,x1,…,xp) : H(n,j,⟨x1,…,xp⟩) }.
By induction on n, for each p the set Spn parametrizes the Σ0n subsets of ωp. For the base, use the first conjunct of φ(α) to show that Sp1 = Tp for each p. For the inductive step, use the inductive hypothesis and the second conjunct of φ(α).
Finally, let Q ⊆ ω3 be the Δ11 set given by
Q(n,j,k) iff H(n,j,⟨k⟩)
so that (n,j,k) ∈ Q iff (j,k) ∈ S1n. If the foregoing is free of errors, this answers my original question.
The motivation for that question might have been obvious, but I'll put it down for the record.
The set Q witnesses the failure of the naive "effectivization" of Suslin's classical result that the (boldface) Δ11 sets coincide with the Borel sets.
The naive (and apparently fecund) analogy is that Δ11 is to arithmetical as Δ11 is to Borel. Since the latter two coincide, the analogy suggests the same for the former. It is well known that this suggestion is false, and indeed the Δ11 set Q witnesses this. For if Q were arithmetical, it would be Σ0n for some n. Taking any Σ0n+1 set P ⊆ ω, there is some j such that for all k
P(k) iff (j,k) ∈ S1n+1 iff (n+1,j,k) ∈ Q.
Since Q is Σ0n by hypothesis, so is P. But then, since P was arbitrary, every Σ0n+1 subset of ω is in fact Σ0n, contradicting the theorem that the arithmetical hierarchy is proper.