How to collate the arguments features to create a set of values from an Enum?

For a more general solution, see below; for a solution for Fields specifically and which doesn't need *args (or *members as the case may be...) check out Tomer Shetah's answer.

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General Solution

To make Query more generalized and usable with other Enums, I would specify which Field members you wanted:

class Query:
    #
    def __init__(self, *members):
        self.query_fields = set()
        for member in members:
            self.query_fields.update(member.value)

and in use:

>>> x = Query()
>>> x.query_fields
set()


>>> y = Query(Fields.a, Fields.c)
>>> y.query_fields
{'world', 'the', 'hello', 'what'}

If your defaults are common, you can put them in another variable and use that:

>>> fields_default = Fields.a, Fields.b

>>> z = Query(*fields_default)
>>> z.query_fields
{'foo', 'bar', 'world', 'hello', 'sheep'}

You can iterate over Fields to get all the elements, and then use that .name or .value to get the respective attribute.

from enum import Enum


class Fields(Enum):
    a = ["hello", "world"]
    b = ["foo", "bar", "sheep"]
    c = ["what", "the"]
    d = ["vrai", "ment", "cest", "vrai"]
    e = ["foofoo"]


class Query:

    defaults = [True, True, False, False, False]

    def __init__(self, **kwargs):
        self.query_fields = set()

        for attr, default in zip(Fields, self.defaults):
            if attr.name in kwargs:
                if kwargs[attr.name]:
                    self.query_fields.update(attr.value)
            elif default:
                self.query_fields.update(attr.value)


x = Query()
print(x.query_fields)

x = Query(a=False, e=True)
print(x.query_fields)

Note that the number of elements in fields and their order is hardcoded in Query.defaults, but I dont think it makes sense for that not to be the case.