/-- **Divergence theorem** for functions on the plane. It is formulated in terms of two functions
`f g : ℝ × ℝ → E` and iterated integral `∫ x in a₁..b₁, ∫ y in a₂..b₂, _`, where
`a₁ a₂ b₁ b₂ : ℝ`. When thinking of `f` and `g` as the two coordinates of a single function
`F : ℝ × ℝ → E × E` and when `E = ℝ`, this is the usual statement that the integral of the
divergence of `F` inside the rectangle with vertices `(aᵢ, bⱼ)`, `i, j =1,2`, equals the integral of
the normal derivative of `F` along the boundary.

See also `MeasureTheory.integral_divergence_prod_Icc_of_hasFDerivWithinAt_off_countable_of_le`
for a version that uses an integral over `Icc a b`, where `a b : ℝ × ℝ`, `a ≤ b`. -/
theorem integral2_divergence_prod_of_hasFDerivWithinAt_off_countable (f g : ℝ × ℝ → E)
    (f' g' : ℝ × ℝ → ℝ × ℝ →L[ℝ] E) (a₁ a₂ b₁ b₂ : ℝ) (s : Set (ℝ × ℝ)) (hs : s.Countable)
    (Hcf : ContinuousOn f ([[a₁, b₁]] ×ˢ [[a₂, b₂]]))
    (Hcg : ContinuousOn g ([[a₁, b₁]] ×ˢ [[a₂, b₂]]))
    (Hdf : ∀ x ∈ Ioo (min a₁ b₁) (max a₁ b₁) ×ˢ Ioo (min a₂ b₂) (max a₂ b₂) \ s,
      HasFDerivAt f (f' x) x)
    (Hdg : ∀ x ∈ Ioo (min a₁ b₁) (max a₁ b₁) ×ˢ Ioo (min a₂ b₂) (max a₂ b₂) \ s,
      HasFDerivAt g (g' x) x)
    (Hi : IntegrableOn (fun x => f' x (1, 0) + g' x (0, 1)) ([[a₁, b₁]] ×ˢ [[a₂, b₂]])) :
    (∫ x in a₁..b₁, ∫ y in a₂..b₂, f' (x, y) (1, 0) + g' (x, y) (0, 1)) =
      (((∫ x in a₁..b₁, g (x, b₂)) - ∫ x in a₁..b₁, g (x, a₂)) + ∫ y in a₂..b₂, f (b₁, y)) -
        ∫ y in a₂..b₂, f (a₁, y) := by
  wlog h₁ : a₁ ≤ b₁ generalizing a₁ b₁
  · specialize this b₁ a₁
    rw [uIcc_comm b₁ a₁, min_comm b₁ a₁, max_comm b₁ a₁] at this
    simp only [intervalIntegral.integral_symm b₁ a₁]
    refine' (congr_arg Neg.neg (this Hcf Hcg Hdf Hdg Hi (le_of_not_le h₁))).trans _; abel
  wlog h₂ : a₂ ≤ b₂ generalizing a₂ b₂
  · specialize this b₂ a₂
    rw [uIcc_comm b₂ a₂, min_comm b₂ a₂, max_comm b₂ a₂] at this
    simp only [intervalIntegral.integral_symm b₂ a₂, intervalIntegral.integral_neg]
    refine' (congr_arg Neg.neg (this Hcf Hcg Hdf Hdg Hi (le_of_not_le h₂))).trans _; abel
  simp only [uIcc_of_le h₁, uIcc_of_le h₂, min_eq_left, max_eq_right, h₁, h₂] at Hcf Hcg Hdf Hdg Hi
  calc
    (∫ x in a₁..b₁, ∫ y in a₂..b₂, f' (x, y) (1, 0) + g' (x, y) (0, 1)) =
        ∫ x in Icc a₁ b₁, ∫ y in Icc a₂ b₂, f' (x, y) (1, 0) + g' (x, y) (0, 1) := by
      simp only [intervalIntegral.integral_of_le, h₁, h₂,
        set_integral_congr_set_ae (Ioc_ae_eq_Icc (α := ℝ) (μ := volume))]
    _ = ∫ x in Icc a₁ b₁ ×ˢ Icc a₂ b₂, f' x (1, 0) + g' x (0, 1) := (set_integral_prod _ Hi).symm
    _ = (((∫ x in a₁..b₁, g (x, b₂)) - ∫ x in a₁..b₁, g (x, a₂)) + ∫ y in a₂..b₂, f (b₁, y)) -
          ∫ y in a₂..b₂, f (a₁, y) := by
      rw [Icc_prod_Icc] at *
      apply integral_divergence_prod_Icc_of_hasFDerivWithinAt_off_countable_of_le f g f' g'
        (a₁, a₂) (b₁, b₂) ⟨h₁, h₂⟩ s <;> 

Proof state:
case Hcf
E : Type u
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
inst✝ : CompleteSpace E
f g : ℝ × ℝ → E
f' g' : ℝ × ℝ → ℝ × ℝ →L[ℝ] E
s : Set (ℝ × ℝ)
hs : Set.Countable s
a₁ b₁ : ℝ
h₁ : a₁ ≤ b₁
a₂ b₂ : ℝ
h₂ : a₂ ≤ b₂
Hcf : ContinuousOn f (Set.Icc (a₁, a₂) (b₁, b₂))
Hcg : ContinuousOn g (Set.Icc (a₁, a₂) (b₁, b₂))
Hdf : ∀ x ∈ Set.Ioo a₁ b₁ ×ˢ Set.Ioo a₂ b₂ \ s, HasFDerivAt f (f' x) x
Hdg : ∀ x ∈ Set.Ioo a₁ b₁ ×ˢ Set.Ioo a₂ b₂ \ s, HasFDerivAt g (g' x) x
Hi : IntegrableOn (fun x => (f' x) (1, 0) + (g' x) (0, 1)) (Set.Icc (a₁, a₂) (b₁, b₂))
⊢ ContinuousOn f (Set.Icc (a₁, a₂) (b₁, b₂))

Next tactic:
assumption