What bugs me about calling the union of causal futures the causal future of a set is that it doesn't preserve the primary notion of causality: a point in this notion of future cannot necessarily be influenced by the set as a whole.
Where I see the union definition as useful, as hinted at by
@vis_insita is for chronological ordering as opposed to causal ordering. Specifically, it is useful for defining for defining a valid foliation. For example, one may say:
A foliation of region of spacetime is a one parameter family of spacelike surfaces such that each is either in the future or past of every other, and the parameter is chosen consistent with this time ordering. One also requires that every point in the region is in some surface (it can be derived that it is in at most 1). This definition automatically precludes intersections.
To me, I would prefer to call this union definition something different from causal, even though defined in terms of causal relations for points. For example, chronological future of a set, while calling the intersection definition as causal future of a set. Henceforward, in this thread, I will call the union definition simply future, and the intersection definition cfuture (to make up my own term).
I argue that it is not very useful to talk about future of a set that includes timelike curves with unbounded future and past proper time. It makes most sense to me for spacelike surfaces.
As to extending the time ordering of a foliation of a region outside it without defining a more global foliation, I think it is important look at an additional property of a foliation of a region. This applies specifically to an open region like BH exterior. The issue is whether the union of closures of the foliation is equal to the closure of the region. To me, a foliation that doesn't meet this property is pathological for the purposes of extending its time ordering. In particular, for Schwarzschild foliation of exterior, the closure of any slice is the same 2-sphere of events, which would thus be labeled with all time coordinates from minus to plus infinity. This is the cause of property of extension by
@Elias1960 definition that
@PeterDonis objected to. In contrast, the following is true for a foliation that is not closure degenerate:
For any foliation of the Schwarzschild BH exterior such that the union of foliation closures is the same as the closure of the BH exterior:
a) every slice after a certain one has only part of the (future) horizon and interior in its future.
b) Using
@Elias1960 algorithm for extending time ordering outside the region, some interior points are not in the future of some exterior events.
Only a pathological foliation has the property the
@Elias1960 seems to think is an essential feature of the relation between interior and exterior.
[edit: just thought I would add one more point about the closure degeneracy concept I introduced. Another way of stating it is that a well behaved foliation of an open set that has a closure is one that such that the closure of the foliations forms a foliation of the closure of the open set. This is false for the Schwarzschild foliation of the BH exterior, but is true for all other commonly used foliations.]