Proof
(related to Corollary: Justification of Set Union)
 By the axiom of separation there is a subset $Z^\dagger \subseteq Z^*$ containing exactly the elements of $A$ or^{1} the elements of $B.$, i.e. $Z^\dagger =\{z\mid z\in A\vee z\in B\}.$
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References
Bibliography
 Ebbinghaus, H.D.: "Einführung in die Mengenlehre", BI Wisschenschaftsverlag, 1994, 3th Edition
Footnotes