Thank you! This works for the given example. However, I'm unable to pass a list query. I can pass the list query without error, but it ignores it and loads all features into the feature set. This is what I'm passing:
nha_expression = "NHA_JOIN_ID IN ({0})".format(','.join(nha_ids))
nha_core_fs = arcpy.FeatureSet()
nha_core_fs.load(nha_core_url,nha_expression)
The nha_expression looks like this:
'NHA_JOIN_ID IN (xxx42966,xxx42967,xxx43009)'
I am able to drop the necessary records after I load in the features with an update cursor, but I figured it would be a lot more elegant and faster to just not load them in the first place through the where clause, so if anyone has ideas about why it's not honoring the query, I'd appreciate it!