[step:Construct an ordinal that cannot inject into $A$]
Let $\mathcal{W}$ denote the set of all pairs $(B,R)$ such that $B \subset A$ and $R \subset B \times B$ is a well-ordering relation on $B$. Formally,
\begin{align*}
\mathcal{W} := \{(B,R) \in \mathcal{P}(A) \times \mathcal{P}(A \times A) : R \text{ well-orders } B\}.
\end{align*}
For each $(B,R) \in \mathcal{W}$, let $\operatorname{ot}(B,R)$ denote the unique ordinal order-isomorphic to the well-ordered set $(B,R)$. By Replacement applied to the map $(B,R) \mapsto \operatorname{ot}(B,R)$, the collection
\begin{align*}
T := \{\operatorname{ot}(B,R) : (B,R) \in \mathcal{W}\}
\end{align*}
is a set of ordinals. Define
\begin{align*}
\theta := \bigcup T.
\end{align*}
Since $T$ is a set of ordinals, $\theta$ is an ordinal. Let $\alpha := \theta + 1$ be the successor ordinal of $\theta$.
We claim that no injective map $\alpha \to A$ exists. Suppose, for contradiction, that
\begin{align*}
f: \alpha \to A
\end{align*}
is injective. Define $B_f := f[\alpha] \subset A$, and define a relation $R_f \subset B_f \times B_f$ by
\begin{align*}
y_0 \, R_f \, y_1 \quad \Longleftrightarrow \quad f^{-1}(y_0) \in f^{-1}(y_1)
\end{align*}
for $y_0,y_1 \in B_f$. Because $f$ is injective, each element of $B_f$ has a unique preimage under $f$, so $R_f$ is well-defined. The map
\begin{align*}
f: (\alpha,\in) \to (B_f,R_f)
\end{align*}
is an order isomorphism, so $(B_f,R_f) \in \mathcal{W}$ and $\operatorname{ot}(B_f,R_f)=\alpha$. Hence $\alpha \in T$, and therefore $\alpha \subset \theta = \bigcup T$. This gives $\theta + 1 = \alpha \leq \theta$, impossible for ordinals. Thus no injective map $\alpha \to A$ exists.
[/step]