Guessing a subset of $\{1,...,N\}$

An obvious upper bound is $N$ queries, since you can test each element individually. On the other hand, it takes at least $\Omega(N/\log N)$ queries: $N$ bits of information are required to identify the target subset, and each query can yield at most $O(\log N)$ bits of information, since each query has only $O(N)$ possible answers. To see that the upper bound is not sharp, consider the following strategy for $N=5$, which takes at most $4$ queries:

1. Guess $\{1,2,3,4,5\}$. If the result is $0$ or $5$, we have the answer. If the result is $1$ or $4$, bisection search (for the single member or the single missing element) gives the answer in three more queries. Suppose the result is $2$ (the strategy for $3$ is the same by symmetry).
2. Guess $\{1,2\}$. If the result is $2$, we have the answer. If the result is $0$, then bisection search on $\{3,4,5\}$ (for the single missing element) gives the answer in two more queries. Suppose the result is $1$. Then we know the answer is $\{a,b\}$ for some $a \in \{1,2\}$ and $b \in \{3,4,5\}$.
3. Guess $\{1,3\}$. If the result is $2$, we have the answer. If the result is $0$, then the answer is $\{2,b\}$ for some $b\in\{4,5\}$, and one more query gives the answer. Suppose the result is $1$. Then we know the answer is $\{1,4\}$, $\{1,5\}$, or $\{2,3\}$.
4. Guess $\{1,4\}$. The answer is $\{1,4\}$ if the result is $2$, or $\{1,5\}$ if the result is $1$, or $\{2,3\}$ if the result is $0$.

This example gives an improved upper bound asymptotic to $4N/5$. It seems likely that the correct answer is strictly $o(N)$ (i.e., eventually less than $cN$ for any fixed $c$), but whether or not it's $\Theta(N/\log N)$, I can't say.