/-- A version of **Sard's lemma** in fixed dimension: given a differentiable function from `E`
to `E` and a set where the differential is not invertible, then the image of this set has
zero measure. Here, we give an auxiliary statement towards this result. -/
theorem addHaar_image_eq_zero_of_det_fderivWithin_eq_zero_aux
    (hf' : ∀ x ∈ s, HasFDerivWithinAt f (f' x) s x) (R : ℝ) (hs : s ⊆ closedBall 0 R) (ε : ℝ≥0)
    (εpos : 0 < ε) (h'f' : ∀ x ∈ s, (f' x).det = 0) : μ (f '' s) ≤ ε * μ (closedBall 0 R) := by
  rcases eq_empty_or_nonempty s with (rfl | h's); · simp only [measure_empty, zero_le, image_empty]
  have :
      ∀ A : E →L[ℝ] E, ∃ δ : ℝ≥0, 0 < δ ∧
        ∀ (t : Set E), ApproximatesLinearOn f A t δ →
          μ (f '' t) ≤ (Real.toNNReal |A.det| + ε : ℝ≥0) * μ t := by
    intro A
    let m : ℝ≥0 := Real.toNNReal |A.det| + ε
    have I : ENNReal.ofReal |A.det| < m := by
      simp only [ENNReal.ofReal, lt_add_iff_pos_right, εpos, ENNReal.coe_lt_coe]
    rcases ((addHaar_image_le_mul_of_det_lt μ A I).and self_mem_nhdsWithin).exists with ⟨δ, h, h'⟩
    exact ⟨δ, h', fun t ht => h t f ht⟩
  choose δ hδ using this
  obtain ⟨t, A, t_disj, t_meas, t_cover, ht, Af'⟩ :
    ∃ (t : ℕ → Set E) (A : ℕ → E →L[ℝ] E),
      Pairwise (Disjoint on t) ∧
        (∀ n : ℕ, MeasurableSet (t n)) ∧
          (s ⊆ ⋃ n : ℕ, t n) ∧
            (∀ n : ℕ, ApproximatesLinearOn f (A n) (s ∩ t n) (δ (A n))) ∧
              (s.Nonempty → ∀ n, ∃ y ∈ s, A n = f' y) :=
    exists_partition_approximatesLinearOn_of_hasFDerivWithinAt f s f' hf' δ fun A => (hδ A).1.ne'
  calc
    μ (f '' s) ≤ μ (⋃ n, f '' (s ∩ t n)) := by
      apply measure_mono
      rw [← image_iUnion, ← inter_iUnion]
      exact image_subset f (subset_inter Subset.rfl t_cover)
    _ ≤ ∑' n, μ (f '' (s ∩ t n)) := (measure_iUnion_le _)
    _ ≤ ∑' n, (Real.toNNReal |(A n).det| + ε : ℝ≥0) * μ (s ∩ t n) := by
      apply ENNReal.tsum_le_tsum fun n => ?_
      apply (hδ (A n)).2
      exact ht n
    _ = ∑' n, ε * μ (s ∩ t n) := by
      congr with n
      rcases Af' h's n with ⟨y, ys, hy⟩
      simp only [hy, h'f' y ys, Real.toNNReal_zero, abs_zero, zero_add]
    _ ≤ ε * ∑' n, μ (closedBall 0 R ∩ t n) := by
      rw [ENNReal.tsum_mul_left]
      refine' mul_le_mul_left' (ENNReal.tsum_le_tsum fun n => measure_mono _) _
      exact inter_subset_inter_left _ hs
    _ = ε * μ (⋃ n, closedBall 0 R ∩ t n) := by
      rw [measure_iUnion]
      · exact pairwise_disjoint_mono t_disj fun n => inter_subset_right _ _
      · intro n
        exact measurableSet_closedBall.inter (t_meas n)
    _ ≤ ε * μ (closedBall 0 R) := by
      

Proof state:
E : Type u_1
F : Type u_2
inst✝⁷ : NormedAddCommGroup E
inst✝⁶ : NormedSpace ℝ E
inst✝⁵ : FiniteDimensional ℝ E
inst✝⁴ : NormedAddCommGroup F
inst✝³ : NormedSpace ℝ F
s : Set E
f : E → E
f' : E → E →L[ℝ] E
inst✝² : MeasurableSpace E
inst✝¹ : BorelSpace E
μ : Measure E
inst✝ : IsAddHaarMeasure μ
hf' : ∀ x ∈ s, HasFDerivWithinAt f (f' x) s x
R : ℝ
hs : s ⊆ closedBall 0 R
ε : ℝ≥0
εpos : 0 < ε
h'f' : ∀ x ∈ s, ContinuousLinearMap.det (f' x) = 0
h's : Set.Nonempty s
δ : (E →L[ℝ] E) → ℝ≥0
hδ :
  ∀ (A : E →L[ℝ] E),
    0 < δ A ∧
      ∀ (t : Set E),
        ApproximatesLinearOn f A t (δ A) → ↑↑μ (f '' t) ≤ ↑(Real.toNNReal |ContinuousLinearMap.det A| + ε) * ↑↑μ t
t : ℕ → Set E
A : ℕ → E →L[ℝ] E
t_disj : Pairwise (Disjoint on t)
t_meas : ∀ (n : ℕ), MeasurableSet (t n)
t_cover : s ⊆ ⋃ n, t n
ht : ∀ (n : ℕ), ApproximatesLinearOn f (A n) (s ∩ t n) (δ (A n))
Af' : Set.Nonempty s → ∀ (n : ℕ), ∃ y ∈ s, A n = f' y
⊢ ↑ε * ↑↑μ (⋃ n, closedBall 0 R ∩ t n) ≤ ↑ε * ↑↑μ (closedBall 0 R)

Next tactic:
rw [← inter_iUnion]