Let $\sigma$ be a set of first-order formulas including the axioms of equality. Suppose that for every $n\in\mathbb{N}, \sigma$ has a satisfying model $M_n$ whose domain is finite and has at least $n$ distinct elements. Prove that the set $\sigma$ must have a model with infinite domain.
Edit: Here's my revised attempt.
By the compactness theorem, a $\sigma$ has a model iff every finite subset of $\sigma$ has a model. To show that $\sigma$ has a model with infinite domain, I need to add sentences to $\sigma$ to construct an infinite model, that satisfies $\sigma$ equipped with these sentences and thus $\sigma$, though I'm not sure how to find these sentences.