-- Lean 4 proof step from Mathlib.Topology.MetricSpace.PiNat (goal)
Goal:
E : ℕ → Type u_1
inst : (n : ℕ) → TopologicalSpace (E n)
inst_1 : ∀ (n : ℕ), DiscreteTopology.{u_1} (E n)
s : Set ((n : ℕ) → E n)
hs : IsClosed[Pi.topologicalSpace] s
hne : s.Nonempty
set set₁ : ∃ (f : ((n : ℕ) → E n) → (n : ℕ) → E n), (∀ x ∈ s, f x = x) ∧ range f = s ∧ LipschitzWith 1 f
set₂ :
  let f : (x : (n : ℕ) → E n) → (n : ℕ) → E n := fun (x : (n : ℕ) → E n) ↦
    if x ∈ s then x else ⋯.some (s := s ∩ cylinder (E := E) x (longestPrefix (E := E) x s));
  ∀ (fs : ∀ x ∈ s, f x = x),
    ∃ (f : ((n : ℕ) → E n) → (n : ℕ) → E n), (∀ x ∈ s, f x = x) ∧ range f = s ∧ LipschitzWith 1 f
refine_1 :
  let f : (x : (n : ℕ) → E n) → (n : ℕ) → E n := fun (x : (n : ℕ) → E n) ↦
    if x ∈ s then x else ⋯.some (s := s ∩ cylinder (E := E) x (longestPrefix (E := E) x s));
  ∀ (fs : ∀ x ∈ s, f x = x), range f = s
⊢ ∃ (f : ((n : ℕ) → E n) → (n : ℕ) → E n), (∀ x ∈ s, f x = x) ∧ range f = s ∧ LipschitzWith 1 f
have refine_2 : let f : (x : (n : ℕ) → E n) → (n : ℕ) → E n := fun (x : (n : ℕ) → E n) ↦
  if x ∈ s then x else sorry.some (s := s ∩ cylinder (E := E) x (longestPrefix (E := E) x s));
∀ (fs : ∀ x ∈ s, f x = x), LipschitzWith 1 f
Tactic: classical
  set f := fun x => if x ∈ s then x else (inter_cylinder_longestPrefix_nonempty hs hne x).some
  have fs : ∀ x ∈ s, f x = x := fun x xs => by simp [f, xs]
  refine ⟨f, fs, ?_, ?_⟩
  -- check that the range of `f` is `s`.
  · apply Subset.antisymm
    · rintro x ⟨y, rfl⟩
      by_cases hy : y ∈ s
      · rwa [fs y hy]
      simpa [f, if_neg hy] using (inter_cylinder_longestPrefix_nonempty hs hne y).choose_spec.1
    · intro x hx
      rw [← fs x hx]
      exact mem_range_self _
  -- check that `f` is `1`-Lipschitz, by a case analysis.
  · refine LipschitzWith.mk_one fun x y => ?_
    -- exclude the trivial cases where `x = y`, or `f x = f y`.
    rcases eq_or_ne x y with (rfl | hxy)
    · simp
    rcases eq_or_ne (f x) (f y) with (h' | hfxfy)
    · simp [h']
    have I2 : cylinder x (firstDiff x y) = cylinder y (firstDiff x y) := by
      rw [← mem_cylinder_iff_eq]
      apply mem_cylinder_firstDiff
    suffices firstDiff x y ≤ firstDiff (f x) (f y) by
      simpa [dist_eq_of_ne hxy, dist_eq_of_ne hfxfy]
    -- case where `x ∈ s`
    by_cases xs : x ∈ s
    · rw [fs x xs] at hfxfy ⊢
      -- case where `y ∈ s`, trivial
      by_cases ys : y ∈ s
      · rw [fs y ys]
      -- case where `y ∉ s`
      have A : (s ∩ cylinder y (longestPrefix y s)).Nonempty :=
        inter_cylinder_longestPrefix_nonempty hs hne y
      have fy : f y = A.some := by simp_rw [f, if_neg ys]
      have I : cylinder A.some (firstDiff x y) = cylinder y (firstDiff x y) := by
        rw [← mem_cylinder_iff_eq, firstDiff_comm]
        apply cylinder_anti y _ A.some_mem.2
        exact firstDiff_le_longestPrefix hs ys xs
      rwa [← fy, ← I2, ← mem_cylinder_iff_eq, mem_cylinder_iff_le_firstDiff hfxfy.symm,
        firstDiff_comm _ x] at I
    -- case where `x ∉ s`
    · by_cases ys : y ∈ s
      -- case where `y ∈ s` (similar to the above)
      · have A : (s ∩ cylinder x (longestPrefix x s)).Nonempty :=
          inter_cylinder_longestPrefix_nonempty hs hne x
        have fx : f x = A.some := by simp_rw [f, if_neg xs]
        have I : cylinder A.some (firstDiff x y) = cylinder x (firstDiff x y) := by
          rw [← mem_cylinder_iff_eq]
          apply cylinder_anti x _ A.some_mem.2
          apply firstDiff_le_longestPrefix hs xs ys
        rw [fs y ys] at hfxfy ⊢
        rwa [← fx, I2, ← mem_cylinder_iff_eq, mem_cylinder_iff_le_firstDiff hfxfy] at I
      -- case where `y ∉ s`
      · have Ax : (s ∩ cylinder x (longestPrefix x s)).Nonempty :=
          inter_cylinder_longestPrefix_nonempty hs hne x
        have fx : f x = Ax.some := by simp_rw [f, if_neg xs]
        have Ay : (s ∩ cylinder y (longestPrefix y s)).Nonempty :=
          inter_cylinder_longestPrefix_nonempty hs hne y
        have fy : f y = Ay.some := by simp_rw [f, if_neg ys]
        -- case where the common prefix to `x` and `s`, or `y` and `s`, is shorter than the
        -- common part to `x` and `y` -- then `f x = f y`.
        by_cases! H : longestPrefix x s < firstDiff x y ∨ longestPrefix y s < firstDiff x y
        · have : cylinder x (longestPrefix x s) = cylinder y (longestPrefix y s) := by
            rcases H with H | H
            · exact cylinder_longestPrefix_eq_of_longestPrefix_lt_firstDiff hs hne H xs ys
            · symm
              rw [firstDiff_comm] at H
              exact cylinder_longestPrefix_eq_of_longestPrefix_lt_firstDiff hs hne H ys xs
          rw [fx, fy] at hfxfy
          apply (hfxfy _).elim
          congr
        -- case where the common prefix to `x` and `s` is long, as well as the common prefix to
        -- `y` and `s`. Then all points remain in the same cylinders.
        · have I1 : cylinder Ax.some (firstDiff x y) = cylinder x (firstDiff x y) := by
            rw [← mem_cylinder_iff_eq]
            exact cylinder_anti x H.1 Ax.some_mem.2
          have I3 : cylinder y (firstDiff x y) = cylinder Ay.some (firstDiff x y) := by
            rw [eq_comm, ← mem_cylinder_iff_eq]
            exact cylinder_anti y H.2 Ay.some_mem.2
          have : cylinder Ax.some (firstDiff x y) = cylinder Ay.some (firstDiff x y) := by
            rw [I1, I2, I3]
          rw [← fx, ← fy, ← mem_cylinder_iff_eq, mem_cylinder_iff_le_firstDiff hfxfy] at this
          exact this