/-- One direction of `contDiffWithinAt_succ_iff_hasFDerivWithinAt`, but where all derivatives
taken within the same set. Version for partial derivatives / functions with parameters.  `f x` is a
`C^n+1` family of functions and `g x` is a `C^n` family of points, then the derivative of `f x` at
`g x` depends in a `C^n` way on `x`. We give a general version of this fact relative to sets which
may not have unique derivatives, in the following form.  If `f : E × F → G` is `C^n+1` at
`(x₀, g(x₀))` in `(s ∪ {x₀}) × t ⊆ E × F` and `g : E → F` is `C^n` at `x₀` within some set `s ⊆ E`,
then there is a function `f' : E → F →L[𝕜] G` that is `C^n` at `x₀` within `s` such that for all `x`
sufficiently close to `x₀` within `s ∪ {x₀}` the function `y ↦ f x y` has derivative `f' x` at `g x`
within `t ⊆ F`.  For convenience, we return an explicit set of `x`'s where this holds that is a
subset of `s ∪ {x₀}`.  We need one additional condition, namely that `t` is a neighborhood of
`g(x₀)` within `g '' s`.  -/
theorem ContDiffWithinAt.hasFDerivWithinAt_nhds {f : E → F → G} {g : E → F} {t : Set F} {n : ℕ}
    {x₀ : E} (hf : ContDiffWithinAt 𝕜 (n + 1) (uncurry f) (insert x₀ s ×ˢ t) (x₀, g x₀))
    (hg : ContDiffWithinAt 𝕜 n g s x₀) (hgt : t ∈ 𝓝[g '' s] g x₀) :
    ∃ v ∈ 𝓝[insert x₀ s] x₀, v ⊆ insert x₀ s ∧ ∃ f' : E → F →L[𝕜] G,
      (∀ x ∈ v, HasFDerivWithinAt (f x) (f' x) t (g x)) ∧
        ContDiffWithinAt 𝕜 n (fun x => f' x) s x₀ := by
  have hst : insert x₀ s ×ˢ t ∈ 𝓝[(fun x => (x, g x)) '' s] (x₀, g x₀) := by
    refine' nhdsWithin_mono _ _ (nhdsWithin_prod self_mem_nhdsWithin hgt)
    simp_rw [image_subset_iff, mk_preimage_prod, preimage_id', subset_inter_iff, subset_insert,
      true_and_iff, subset_preimage_image]
  obtain ⟨v, hv, hvs, f', hvf', hf'⟩ := contDiffWithinAt_succ_iff_hasFDerivWithinAt'.mp hf
  refine'
    ⟨(fun z => (z, g z)) ⁻¹' v ∩ insert x₀ s, _, inter_subset_right _ _, fun z =>
      (f' (z, g z)).comp (ContinuousLinearMap.inr 𝕜 E F), _, _⟩
  · refine' inter_mem _ self_mem_nhdsWithin
    have := mem_of_mem_nhdsWithin (mem_insert _ _) hv
    refine' mem_nhdsWithin_insert.mpr ⟨this, _⟩
    refine' (continuousWithinAt_id.prod hg.continuousWithinAt).preimage_mem_nhdsWithin' _
    rw [← nhdsWithin_le_iff] at hst hv ⊢
    refine' (hst.trans <| nhdsWithin_mono _ <| subset_insert _ _).trans hv
  · 

Proof state:
case intro.intro.intro.intro.intro.refine'_2
𝕜 : Type u_1
inst✝¹⁰ : NontriviallyNormedField 𝕜
D : Type uD
inst✝⁹ : NormedAddCommGroup D
inst✝⁸ : NormedSpace 𝕜 D
E : Type uE
inst✝⁷ : NormedAddCommGroup E
inst✝⁶ : NormedSpace 𝕜 E
F : Type uF
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace 𝕜 F
G : Type uG
inst✝³ : NormedAddCommGroup G
inst✝² : NormedSpace 𝕜 G
X : Type u_2
inst✝¹ : NormedAddCommGroup X
inst✝ : NormedSpace 𝕜 X
s s₁ t✝ u : Set E
f✝ f₁ : E → F
g✝ : F → G
x x₀✝ : E
c : F
b : E × F → G
m n✝ : ℕ∞
p : E → FormalMultilinearSeries 𝕜 E F
f : E → F → G
g : E → F
t : Set F
n : ℕ
x₀ : E
hf : ContDiffWithinAt 𝕜 (↑n + 1) (uncurry f) (insert x₀ s ×ˢ t) (x₀, g x₀)
hg : ContDiffWithinAt 𝕜 (↑n) g s x₀
hgt : t ∈ 𝓝[g '' s] g x₀
hst : insert x₀ s ×ˢ t ∈ 𝓝[(fun x => (x, g x)) '' s] (x₀, g x₀)
v : Set (E × F)
hv : v ∈ 𝓝[insert (x₀, g x₀) (insert x₀ s ×ˢ t)] (x₀, g x₀)
hvs : v ⊆ insert (x₀, g x₀) (insert x₀ s ×ˢ t)
f' : E × F → E × F →L[𝕜] G
hvf' : ∀ x ∈ v, HasFDerivWithinAt (uncurry f) (f' x) (insert x₀ s ×ˢ t) x
hf' : ContDiffWithinAt 𝕜 (↑↑n) f' (insert x₀ s ×ˢ t) (x₀, g x₀)
⊢ ∀ x ∈ (fun z => (z, g z)) ⁻¹' v ∩ insert x₀ s,
    HasFDerivWithinAt (f x) ((fun z => ContinuousLinearMap.comp (f' (z, g z)) (ContinuousLinearMap.inr 𝕜 E F)) x) t
      (g x)

Next tactic:
intro z hz