If $q$ is a prime distinct from $p$, then $1/q\in\mathbb{Z}_{p}\cap\mathbb{Q}$ and $1/q\
otin\mathbb{Z}$. Thus $1/q$ belongs to the set in $(1)$.
Since $\mathbb{Z}_p\setminus\mathbb{Z}\subseteq\mathbb{Q}_{p}$, the set in $(2)$ is the same as $\mathbb{Z}_p\setminus\mathbb{Z}$.