-- Module: Mathlib.GroupTheory.CosetCover
Goal:
G : Type u_1
inst : Group G
ι : Type u_2
H : ι → Subgroup G
g : ι → G
s : Finset ι
hcovers : Eq.{u_1 + 1} (α := Set G) (⋃ i ∈ s, g i • (↑(H i) : Set G)) Set.univ
inst_1 : DecidableEq (Subgroup G)
j : ι
hj : j ∈ s
hcovers' : Ne.{u_1 + 1} (α := Set G) (⋃ i ∈ {x ∈ s | H x = H j}, g i • (↑(H i) : Set G)) Set.univ
have have₁ have₂ : ∀ (n : ℕ) (hn : n = (Finset.image H s).card), ∃ i ∈ s, H i ≠ H j ∧ (H i).FiniteIndex
⊢ ∃ i ∈ s, H i ≠ H j ∧ (H i).FiniteIndex

Tactic:
classical
  have ⟨n, hn⟩ : ∃ n, n = (s.image H).card := exists_eq
  induction n using Nat.strongRec generalizing ι with
  | ind n ih =>
    -- Every left coset of `H j` is contained in a finite union of
    -- left cosets of the other subgroups `H k ≠ H j` of the covering.
    have ⟨x, hx⟩ : ∃ (x : G), ∀ i ∈ s, H i = H j → (g i : G ⧸ H i) ≠ ↑x := by
      simpa [Set.eq_univ_iff_forall, mem_leftCoset_iff, ← QuotientGroup.eq] using hcovers'
    replace hx : ∀ (y : G), y • (H j : Set G) ⊆
        ⋃ i ∈ s.filter (H · ≠ H j), (y * x⁻¹ * g i) • (H i : Set G) := by
      intro y z hz
      simp_rw [Finset.mem_filter, Set.mem_iUnion]
      have ⟨i, hi, hmem⟩ : ∃ i ∈ s, x * (y⁻¹ * z) ∈ g i • (H i : Set G) := by
        simpa using Set.eq_univ_iff_forall.mp hcovers (x * (y⁻¹ * z))
      rw [mem_leftCoset_iff, SetLike.mem_coe, ← QuotientGroup.eq] at hmem
      refine ⟨i, ⟨hi, fun hij => hx i hi hij ?_⟩, ?_⟩
      · rwa [hmem, eq_comm, QuotientGroup.eq, hij, inv_mul_cancel_left,
          ← SetLike.mem_coe, ← mem_leftCoset_iff]
      · simpa [mem_leftCoset_iff, SetLike.mem_coe, QuotientGroup.eq, mul_assoc] using hmem
    -- Thus `G` can also be covered by a finite union `U k, f k • K k` of left cosets
    -- of the subgroups `H k ≠ H j`.
    let κ := ↥(s.filter (H · ≠ H j)) × Option ↥(s.filter (H · = H j))
    let f : κ → G
    | ⟨k₁, some k₂⟩ => g k₂ * x⁻¹ * g k₁
    | ⟨k₁, none⟩ => g k₁
    let K (k : κ) : Subgroup G := H k.1.val
    have hK' (k : κ) : K k ∈ (s.image H).erase (H j) := by
      have := Finset.mem_filter.mp k.1.property
      exact Finset.mem_erase.mpr ⟨this.2, Finset.mem_image_of_mem H this.1⟩
    have hK (k : κ) : K k ≠ H j := ((Finset.mem_erase.mp (hK' k)).left ·)
    replace hcovers : ⋃ k ∈ Finset.univ, f k • (K k : Set G) = Set.univ :=
        Set.iUnion₂_eq_univ_iff.mpr fun y => by
      rw [← s.filter_union_filter_not_eq (H · = H j), Finset.set_biUnion_union] at hcovers
      cases (Set.mem_union _ _ _).mp (hcovers.superset (Set.mem_univ y)) with
      | inl hy =>
        have ⟨k, hk, hy⟩ := Set.mem_iUnion₂.mp hy
        have hk' : H k = H j := And.right <| by simpa using hk
        have ⟨i, hi, hy⟩ := Set.mem_iUnion₂.mp (hx (g k) (hk' ▸ hy))
        exact ⟨⟨⟨i, hi⟩, some ⟨k, hk⟩⟩, Finset.mem_univ _, hy⟩
      | inr hy =>
        have ⟨i, hi, hy⟩ := Set.mem_iUnion₂.mp hy
        exact ⟨⟨⟨i, hi⟩, none⟩, Finset.mem_univ _, hy⟩
    -- Let `H k` be one of the subgroups in this covering.
    have ⟨k⟩ : Nonempty κ := not_isEmpty_iff.mp fun hempty => by
      rw [Set.iUnion_of_empty] at hcovers
      exact Set.empty_ne_univ hcovers
    -- If `G` is the union of the cosets of `H k` in the new covering, we are done.
    by_cases hcovers' : ⋃ i ∈ Finset.filter (K · = K k) Finset.univ, f i • (K i : Set G) = Set.univ
    · rw [Set.iUnion₂_congr fun i hi => by rw [(Finset.mem_filter.mp hi).right]] at hcovers'
      exact ⟨k.1, Finset.mem_of_mem_filter k.1.1 k.1.2, hK k,
        finiteIndex_of_leftCoset_cover_const hcovers'⟩
    -- Otherwise, by the induction hypothesis, one of the subgroups `H k ≠ H j` has finite index.
    have hn' : (Finset.univ.image K).card < n := hn ▸ by
      refine ((Finset.card_le_card fun x => ?_).trans_lt <|
        Finset.card_erase_lt_of_mem (Finset.mem_image_of_mem H hj))
      rw [mem_image_univ_iff_mem_range, Set.mem_range]
      exact fun ⟨k, hk⟩ => hk ▸ hK' k
    have ⟨k', hk'⟩ := ih _ hn' hcovers k (Finset.mem_univ k) hcovers' rfl
    exact ⟨k'.1.1, Finset.mem_of_mem_filter k'.1.1 k'.1.2, hK k', hk'.2.2⟩

Premises used: Set.univ, Set.iUnion₂_congr