Proper notation to represent a set containing sequences of numbers for scientific papers?
I'd recommend standard mathematical notation, which should be sufficiently unambiguous yet legible. Use the standard "union" symbol (\cup in LaTeX) to denote separate sets you want to take the union over.

Unfortunately, no MathJax here - so here is the LaTeX code and below the result (done using CodeCogs):

\{k\in\mathbb{N}\mid 1\leq k\leq 100\}
\cup \{200,500\}
\cup\{1000k\mid k\in\mathbb{N}, 1\leq k\leq 10\}




Depending on your layout (one vs. two columns), insert linebreaks at appropriate places, e.g., like I did in the LaTeX code but not the result.