Well you can be skeptical of anything and everything, and I would argue should be.
Addressing your issue directly, the Axiom of Choice is actively debated: https://en.wikipedia.org/wiki/Axiom_of_choice#Criticism_and_...
I understand the construction and the argument, but personally I find the argument of diagonalization should be criticized for using finities to prove statements about infinities.
You must first accept that an infinity can have any enumeration before proving its enumerations lack the specified enumeration you have constructed.
https://en.wikipedia.org/wiki/Cantor%27s_diagonal_argument
> Math is math, if you start with ZFC axioms
This always bothers me. "Math is math" speaks little to the "truth" of a statement. Math is less objective as much as it rigorously defines its subjectivities.