Everything in ZF set theory is a set, even elements. However when you try to define a set $S := \{x : P(x)\}$ it may be the case that $S$ it's not a set, but their elements are sets (set of all sets for example).
Then, It's usefull the notion of ''class'', if $P(x)$ is a property of $x$, then ``$\langle x : x\text{ is a set and }P(x)\rangle$'' is a class.
If $C$ is a set, we encounter the class
$$F = \langle x : x \text{ is a set and } x \cup C = C\rangle$$
and we ask if $F$ is a set. We could argue that by the axiom of union $F$ can be a set, but sadly, as far as I know, and what we read in this thread, the notion of class is not part of ZF set theory, so we can't prove that a class is a set unless we construct it/derive it from the theory alone. However, I think we can do the following.
We observe that
$$B \cup A = A \iff B \subset A \; \quad \quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad\quad (I)$$
for any sets $A,B$. Then you have a characterization for your class $F$:
$$F = \langle x : x \text{ is a set and } x \cup C = C\rangle \iff F = \langle x : x \text{ is a set and } x \subset C \rangle \quad\quad\quad (II)$$
Of course here we are out of ZF, we are relying only on the logic and the property $(I)$. Finally we observe that $(II)$ is indeed a set given by the power set axiom.
Is every $x$ in $F$ a set?
If you look it as a class, yes.
Is it correct to say that $F$ and $G$ are equal?
In ZF you can't say $F = G$ unless you prove that $F$ is indeed is a set. We have not argued that, we just saw that $F$ is a class that is equal to another class that happens to be a just the same as a set (the power set of C).