What is the problem with saying “nothing” to mean “empty set” in an informal explanation? If you put apples between two bags, and the right bag is empty, it’s reasonable to say “nothing” accurately describes the contents of the right bag.

I’m slightly stretching the metaphor here because the number lines gives me enough structure (order expressed visually) and I only deal with at most one set item at a time (since we construct in the order of simplicity and can use the already constructed numbers), so it (IMO) unnecessarily complicates things to even talk about sets when we’re sort of just making cuts on the line. But in either case I don’t see the problem with colloquially saying “nothing” here.