/-- Auxiliary lemma for the divergence theorem. -/
theorem norm_volume_sub_integral_face_upper_sub_lower_smul_le {f : (Fin (n + 1) → ℝ) → E}
    {f' : (Fin (n + 1) → ℝ) →L[ℝ] E} (hfc : ContinuousOn f (Box.Icc I)) {x : Fin (n + 1) → ℝ}
    (hxI : x ∈ (Box.Icc I)) {a : E} {ε : ℝ} (h0 : 0 < ε)
    (hε : ∀ y ∈ (Box.Icc I), ‖f y - a - f' (y - x)‖ ≤ ε * ‖y - x‖) {c : ℝ≥0}
    (hc : I.distortion ≤ c) :
    ‖(∏ j, (I.upper j - I.lower j)) • f' (Pi.single i 1) -
      (integral (I.face i) ⊥ (f ∘ i.insertNth (α := fun _ ↦ ℝ) (I.upper i)) BoxAdditiveMap.volume -
        integral (I.face i) ⊥ (f ∘ i.insertNth (α := fun _ ↦ ℝ) (I.lower i))
          BoxAdditiveMap.volume)‖ ≤
      2 * ε * c * ∏ j, (I.upper j - I.lower j) := by
  -- Porting note: Lean fails to find `α` in the next line
  set e : ℝ → (Fin n → ℝ) → (Fin (n + 1) → ℝ) := i.insertNth (α := fun _ ↦ ℝ)
  /- **Plan of the proof**. The difference of the integrals of the affine function
    `fun y ↦ a + f' (y - x)` over the faces `x i = I.upper i` and `x i = I.lower i` is equal to the
    volume of `I` multiplied by `f' (Pi.single i 1)`, so it suffices to show that the integral of
    `f y - a - f' (y - x)` over each of these faces is less than or equal to `ε * c * vol I`. We
    integrate a function of the norm `≤ ε * diam I.Icc` over a box of volume
    `∏ j ≠ i, (I.upper j - I.lower j)`. Since `diam I.Icc ≤ c * (I.upper i - I.lower i)`, we get the
    required estimate.  -/
  have Hl : I.lower i ∈ Icc (I.lower i) (I.upper i) := Set.left_mem_Icc.2 (I.lower_le_upper i)
  have Hu : I.upper i ∈ Icc (I.lower i) (I.upper i) := Set.right_mem_Icc.2 (I.lower_le_upper i)
  have Hi : ∀ x ∈ Icc (I.lower i) (I.upper i),
      Integrable.{0, u, u} (I.face i) ⊥ (f ∘ e x) BoxAdditiveMap.volume := fun x hx =>
    integrable_of_continuousOn _ (Box.continuousOn_face_Icc hfc hx) volume
  /- We start with an estimate: the difference of the values of `f` at the corresponding points
    of the faces `x i = I.lower i` and `x i = I.upper i` is `(2 * ε * diam I.Icc)`-close to the
    value of `f'` on `Pi.single i (I.upper i - I.lower i) = lᵢ • eᵢ`, where
    `lᵢ = I.upper i - I.lower i` is the length of `i`-th edge of `I` and `eᵢ = Pi.single i 1` is the
    `i`-th unit vector. -/
  have : ∀ y ∈ Box.Icc (I.face i),
      ‖f' (Pi.single i (I.upper i - I.lower i)) -
          (f (e (I.upper i) y) - f (e (I.lower i) y))‖ ≤
        2 * ε * diam (Box.Icc I) := fun y hy ↦ by
    set g := fun y => f y - a - f' (y - x) with hg
    

Proof state:
E : Type u
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
n : ℕ
inst✝ : CompleteSpace E
I : Box (Fin (n + 1))
i : Fin (n + 1)
f : (Fin (n + 1) → ℝ) → E
f' : (Fin (n + 1) → ℝ) →L[ℝ] E
hfc : ContinuousOn f (Box.Icc I)
x : Fin (n + 1) → ℝ
hxI : x ∈ Box.Icc I
a : E
ε : ℝ
h0 : 0 < ε
hε : ∀ y ∈ Box.Icc I, ‖f y - a - f' (y - x)‖ ≤ ε * ‖y - x‖
c : ℝ≥0
hc : Box.distortion I ≤ c
e : ℝ → (Fin n → ℝ) → Fin (n + 1) → ℝ := Fin.insertNth i
Hl : Box.lower I i ∈ Set.Icc (Box.lower I i) (Box.upper I i)
Hu : Box.upper I i ∈ Set.Icc (Box.lower I i) (Box.upper I i)
Hi : ∀ x ∈ Set.Icc (Box.lower I i) (Box.upper I i), Integrable (Box.face I i) ⊥ (f ∘ e x) BoxAdditiveMap.volume
y : Fin n → ℝ
hy : y ∈ Box.Icc (Box.face I i)
g : (Fin (n + 1) → ℝ) → E := fun y => f y - a - f' (y - x)
hg : g = fun y => f y - a - f' (y - x)
⊢ ‖f' (Pi.single i (Box.upper I i - Box.lower I i)) - (f (e (Box.upper I i) y) - f (e (Box.lower I i) y))‖ ≤
    2 * ε * diam (Box.Icc I)

Next tactic:
change ∀ y ∈ (Box.Icc I), ‖g y‖ ≤ ε * ‖y - x‖ at hε