/-- If a set `t` is covered by a countable family of finite measure sets, then its measurable
superset `toMeasurable μ t` (which has the same measure as `t`) satisfies,
for any measurable set `s`, the equality `μ (toMeasurable μ t ∩ s) = μ (t ∩ s)`. -/
theorem measure_toMeasurable_inter_of_cover {s : Set α} (hs : MeasurableSet s) {t : Set α}
    {v : ℕ → Set α} (hv : t ⊆ ⋃ n, v n) (h'v : ∀ n, μ (t ∩ v n) ≠ ∞) :
    μ (toMeasurable μ t ∩ s) = μ (t ∩ s) := by
  -- we show that there is a measurable superset of `t` satisfying the conclusion for any
  -- measurable set `s`. It is built on each member of a spanning family using `toMeasurable`
  -- (which is well behaved for finite measure sets thanks to `measure_toMeasurable_inter`), and
  -- the desired property passes to the union.
  have A : ∃ t', t' ⊇ t ∧ MeasurableSet t' ∧ ∀ u, MeasurableSet u → μ (t' ∩ u) = μ (t ∩ u) := by
    let w n := toMeasurable μ (t ∩ v n)
    have hw : ∀ n, μ (w n) < ∞ := by
      intro n
      simp_rw [measure_toMeasurable]
      exact (h'v n).lt_top
    set t' := ⋃ n, toMeasurable μ (t ∩ disjointed w n) with ht'
    have tt' : t ⊆ t' :=
      calc
        t ⊆ ⋃ n, t ∩ disjointed w n := by
          rw [← inter_iUnion, iUnion_disjointed, inter_iUnion]
          intro x hx
          rcases mem_iUnion.1 (hv hx) with ⟨n, hn⟩
          refine' mem_iUnion.2 ⟨n, _⟩
          have : x ∈ t ∩ v n := ⟨hx, hn⟩
          exact ⟨hx, subset_toMeasurable μ _ this⟩
        _ ⊆ ⋃ n, toMeasurable μ (t ∩ disjointed w n) :=
          iUnion_mono fun n => subset_toMeasurable _ _
    refine' ⟨t', tt', MeasurableSet.iUnion fun n => measurableSet_toMeasurable μ _, fun u hu => _⟩
    apply le_antisymm _ (measure_mono (inter_subset_inter tt' Subset.rfl))
    calc
      μ (t' ∩ u) ≤ ∑' n, μ (toMeasurable μ (t ∩ disjointed w n) ∩ u) := by
        rw [ht', iUnion_inter]
        exact measure_iUnion_le _
      _ = ∑' n, μ (t ∩ disjointed w n ∩ u) := by
        congr 1
        ext1 n
        apply measure_toMeasurable_inter hu
        apply ne_of_lt
        calc
          μ (t ∩ disjointed w n) ≤ μ (t ∩ w n) :=
            measure_mono (inter_subset_inter_right _ (disjointed_le w n))
          _ ≤ μ (w n) := (measure_mono (inter_subset_right _ _))
          _ < ∞ := hw n
      _ = ∑' n, μ.restrict (t ∩ u) (disjointed w n) := by
        congr 1
        ext1 n
        rw [restrict_apply, inter_comm t _, inter_assoc]
        refine MeasurableSet.disjointed (fun n => ?_) n
        exact measurableSet_toMeasurable _ _
      _ = μ.restrict (t ∩ u) (⋃ n, disjointed w n) := by
        rw [measure_iUnion]
        · exact disjoint_disjointed _
        · intro i
          refine MeasurableSet.disjointed (fun n => ?_) i
          

Proof state:
case h
α : Type u_1
β : Type u_2
δ : Type u_3
ι : Type u_4
m0 : MeasurableSpace α
inst✝ : MeasurableSpace β
μ ν ν₁ ν₂ : Measure α
s✝ t✝ s : Set α
hs : MeasurableSet s
t : Set α
v : ℕ → Set α
hv : t ⊆ ⋃ n, v n
h'v : ∀ (n : ℕ), ↑↑μ (t ∩ v n) ≠ ⊤
w : ℕ → Set α := fun n => toMeasurable μ (t ∩ v n)
hw : ∀ (n : ℕ), ↑↑μ (w n) < ⊤
t' : Set α := ⋃ n, toMeasurable μ (t ∩ disjointed w n)
ht' : t' = ⋃ n, toMeasurable μ (t ∩ disjointed w n)
tt' : t ⊆ t'
u : Set α
hu : MeasurableSet u
i n : ℕ
⊢ MeasurableSet (w n)

Next tactic:
exact measurableSet_toMeasurable _ _