We should have $g(X,Y)=Z=\max(0,X-Y).$
Note that $0 \le x \le 2$ and $0 \le y \le 1$.
\begin{align}E(g(X,Y))&= \int_0^1\int_0^2 g(x,y) f(x,y) \,\, dxdy \\\ &=\int_0^1\int_y^2 (x-y) f(x,y)\,\, dxdy\end{align}
We should have $g(X,Y)=Z=\max(0,X-Y).$
Note that $0 \le x \le 2$ and $0 \le y \le 1$.
\begin{align}E(g(X,Y))&= \int_0^1\int_0^2 g(x,y) f(x,y) \,\, dxdy \\\ &=\int_0^1\int_y^2 (x-y) f(x,y)\,\, dxdy\end{align}