No you haven’t, because it doesn’t happen anywhere in the argument.
What I think you’re trying to say is that the antecedent of (3) – the “If Cp” part – is false, and therefore, it is not the case that U. But that’s an atomic statement, not an assumption. If among the assumptions I presented, I had written “Cp,” then I would indeed be begging the question. But that assumption is not made.
Let me try to put this another way. I have a degree in philosophy, no matter how modest it may be. I know what it means to beg the question, and I know how to structure an argument. If you want to try to throw around terms like that, you’d better understand what they mean. Begging the question does not mean including a false atomic statement as the antecedent of a conditional statement. A conditional with a false antecedent is true. The argument I presented is logically rigorous in that it preserves truth: if the premises are true, then the conclusion follows as inescapable fact. The conclusion in the argument was “If Cp, then U.” If you accept the four assumptions, which you should because they’re entirely reasonable, then you cannot reasonably deny that conclusion. I absolutely promise you that steps 1-3 are truth-preserving.
What you seem to be trying to suggest is that the statement “If Cp, then U” is somehow problematic because of the inclusion of “Cp.” But if that’s what you’re doing, you may have committed your own logical fallacy, called “denying the antecedent.” The argument “If Cp, then U, but it is not the case that Cp; therefore, it is not the case that U” is fallacious.
[edit: I totally said “truth-functionally true” by mistake in my original posting…feel free to make fun of me]