/-- If the derivatives within a set of `g` at `f x` are bounded by `C`, and the `i`-th derivative
within a set of `f` at `x` is bounded by `D^i` for all `1 ≤ i ≤ n`, then the `n`-th derivative
of `g ∘ f` is bounded by `n! * C * D^n`. -/
theorem norm_iteratedFDerivWithin_comp_le {g : F → G} {f : E → F} {n : ℕ} {s : Set E} {t : Set F}
    {x : E} {N : ℕ∞} (hg : ContDiffOn 𝕜 N g t) (hf : ContDiffOn 𝕜 N f s) (hn : (n : ℕ∞) ≤ N)
    (ht : UniqueDiffOn 𝕜 t) (hs : UniqueDiffOn 𝕜 s) (hst : MapsTo f s t) (hx : x ∈ s) {C : ℝ}
    {D : ℝ} (hC : ∀ i, i ≤ n → ‖iteratedFDerivWithin 𝕜 i g t (f x)‖ ≤ C)
    (hD : ∀ i, 1 ≤ i → i ≤ n → ‖iteratedFDerivWithin 𝕜 i f s x‖ ≤ D ^ i) :
    ‖iteratedFDerivWithin 𝕜 n (g ∘ f) s x‖ ≤ n ! * C * D ^ n := by
  /- We reduce the bound to the case where all spaces live in the same universe (in which we
    already have proved the result), by using linear isometries between the spaces and their `ULift`
    to a common universe. These linear isometries preserve the norm of the iterated derivative. -/
  let Fu : Type max uF uG := ULift.{uG, uF} F
  let Gu : Type max uF uG := ULift.{uF, uG} G
  have isoF : Fu ≃ₗᵢ[𝕜] F := LinearIsometryEquiv.ulift 𝕜 F
  have isoG : Gu ≃ₗᵢ[𝕜] G := LinearIsometryEquiv.ulift 𝕜 G
  -- lift `f` and `g` to versions `fu` and `gu` on the lifted spaces.
  let fu : E → Fu := isoF.symm ∘ f
  let gu : Fu → Gu := isoG.symm ∘ g ∘ isoF
  let tu := isoF ⁻¹' t
  have htu : UniqueDiffOn 𝕜 tu := isoF.toContinuousLinearEquiv.uniqueDiffOn_preimage_iff.2 ht
  have hstu : MapsTo fu s tu := fun y hy ↦ by
    simpa only [mem_preimage, comp_apply, LinearIsometryEquiv.apply_symm_apply] using hst hy
  have Ffu : isoF (fu x) = f x := by simp only [comp_apply, LinearIsometryEquiv.apply_symm_apply]
  -- All norms are preserved by the lifting process.
  have hfu : ContDiffOn 𝕜 n fu s := isoF.symm.contDiff.comp_contDiffOn (hf.of_le hn)
  have hgu : ContDiffOn 𝕜 n gu tu :=
    isoG.symm.contDiff.comp_contDiffOn
      ((hg.of_le hn).comp_continuousLinearMap (isoF : Fu →L[𝕜] F))
  have Nfu : ∀ i, ‖iteratedFDerivWithin 𝕜 i fu s x‖ = ‖iteratedFDerivWithin 𝕜 i f s x‖ := fun i ↦ by
    rw [LinearIsometryEquiv.norm_iteratedFDerivWithin_comp_left _ _ hs hx]
  simp_rw [← Nfu] at hD
  have Ngu : ∀ i,
      ‖iteratedFDerivWithin 𝕜 i gu tu (fu x)‖ = ‖iteratedFDerivWithin 𝕜 i g t (f x)‖ := fun i ↦ by
    rw [LinearIsometryEquiv.norm_iteratedFDerivWithin_comp_left _ _ htu (hstu hx)]
    rw [LinearIsometryEquiv.norm_iteratedFDerivWithin_comp_right _ _ ht, Ffu]
    rw [Ffu]
    exact hst hx
  simp_rw [← Ngu] at hC
  

Proof state:
𝕜 : Type u_1
inst✝⁸ : NontriviallyNormedField 𝕜
D✝ : Type uD
inst✝⁷ : NormedAddCommGroup D✝
inst✝⁶ : NormedSpace 𝕜 D✝
E : Type uE
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : NormedSpace 𝕜 E
F : Type uF
inst✝³ : NormedAddCommGroup F
inst✝² : NormedSpace 𝕜 F
G : Type uG
inst✝¹ : NormedAddCommGroup G
inst✝ : NormedSpace 𝕜 G
s✝ s₁ t✝ u : Set E
g : F → G
f : E → F
n : ℕ
s : Set E
t : Set F
x : E
N : ℕ∞
hg : ContDiffOn 𝕜 N g t
hf : ContDiffOn 𝕜 N f s
hn : ↑n ≤ N
ht : UniqueDiffOn 𝕜 t
hs : UniqueDiffOn 𝕜 s
hst : MapsTo f s t
hx : x ∈ s
C D : ℝ
Fu : Type (max uF uG) := ULift.{uG, uF} F
Gu : Type (max uF uG) := ULift.{uF, uG} G
isoF : Fu ≃ₗᵢ[𝕜] F
isoG : Gu ≃ₗᵢ[𝕜] G
fu : E → Fu := ⇑(LinearIsometryEquiv.symm isoF) ∘ f
gu : Fu → Gu := ⇑(LinearIsometryEquiv.symm isoG) ∘ g ∘ ⇑isoF
tu : Set Fu := ⇑isoF ⁻¹' t
htu : UniqueDiffOn 𝕜 tu
hstu : MapsTo fu s tu
Ffu : isoF (fu x) = f x
hfu : ContDiffOn 𝕜 (↑n) fu s
hgu : ContDiffOn 𝕜 (↑n) gu tu
Nfu : ∀ (i : ℕ), ‖iteratedFDerivWithin 𝕜 i fu s x‖ = ‖iteratedFDerivWithin 𝕜 i f s x‖
hD : ∀ (i : ℕ), 1 ≤ i → i ≤ n → ‖iteratedFDerivWithin 𝕜 i (⇑(LinearIsometryEquiv.symm isoF) ∘ f) s x‖ ≤ D ^ i
Ngu : ∀ (i : ℕ), ‖iteratedFDerivWithin 𝕜 i gu tu (fu x)‖ = ‖iteratedFDerivWithin 𝕜 i g t (f x)‖
hC :
  ∀ i ≤ n,
    ‖iteratedFDerivWithin 𝕜 i (⇑(LinearIsometryEquiv.symm isoG) ∘ g ∘ ⇑isoF) (⇑isoF ⁻¹' t)
          ((⇑(LinearIsometryEquiv.symm isoF) ∘ f) x)‖ ≤
      C
⊢ ‖iteratedFDerivWithin 𝕜 n (g ∘ f) s x‖ ≤ ↑n ! * C * D ^ n

Next tactic:
have Nfgu :
      ‖iteratedFDerivWithin 𝕜 n (g ∘ f) s x‖ = ‖iteratedFDerivWithin 𝕜 n (gu ∘ fu) s x‖ := by
    have : gu ∘ fu = isoG.symm ∘ g ∘ f := by
      ext x
      simp only [comp_apply, LinearIsometryEquiv.map_eq_iff, LinearIsometryEquiv.apply_symm_apply]
    rw [this, LinearIsometryEquiv.norm_iteratedFDerivWithin_comp_left _ _ hs hx]