lemma isOpen_A_with_param {r s : ℝ} (hf : Continuous f.uncurry) (L : E →L[𝕜] F) :
    IsOpen {p : α × E | p.2 ∈ A (f p.1) L r s} := by
  have : ProperSpace E := properSpace_of_locallyCompactSpace 𝕜
  simp only [A, half_lt_self_iff, not_lt, mem_Ioc, mem_ball, map_sub, mem_setOf_eq]
  apply isOpen_iff_mem_nhds.2
  rintro ⟨a, x⟩ ⟨r', ⟨Irr', Ir'r⟩, hr⟩
  have ha : Continuous (f a) := continuous_uncurry_left a hf
  rcases exists_between Irr' with ⟨t, hrt, htr'⟩
  rcases exists_between hrt with ⟨t', hrt', ht't⟩
  obtain ⟨b, b_lt, hb⟩ : ∃ b, b < s * r ∧ ∀ y ∈ closedBall x t, ∀ z ∈ closedBall x t,
      ‖f a z - f a y - (L z - L y)‖ ≤ b := by
    have B : Continuous (fun (p : E × E) ↦ ‖f a p.2 - f a p.1 - (L p.2 - L p.1)‖) := by
      -- `continuity` took several seconds to solve this.
      refine continuous_norm.comp' <| Continuous.sub ?_ ?_
      · exact ha.comp' continuous_snd |>.sub <| ha.comp' continuous_fst
      · exact L.continuous.comp' continuous_snd |>.sub <| L.continuous.comp' continuous_fst
    have C : (closedBall x t ×ˢ closedBall x t).Nonempty := by simp; linarith
    rcases ((isCompact_closedBall x t).prod (isCompact_closedBall x t)).exists_isMaxOn
      C B.continuousOn with ⟨p, pt, hp⟩
    simp only [mem_prod, mem_closedBall] at pt
    refine ⟨‖f a p.2 - f a p.1 - (L p.2 - L p.1)‖,
      hr p.1 (pt.1.trans_lt htr') p.2 (pt.2.trans_lt htr'), fun y hy z hz ↦ ?_⟩
    have D : (y, z) ∈ closedBall x t ×ˢ closedBall x t := mem_prod.2 ⟨hy, hz⟩
    exact hp D
  obtain ⟨ε, εpos, hε⟩ : ∃ ε, 0 < ε ∧ b + 2 * ε < s * r :=
    ⟨(s * r - b) / 3, by linarith, by linarith⟩
  obtain ⟨u, u_open, au, hu⟩ : ∃ u, IsOpen u ∧ a ∈ u ∧ ∀ (p : α × E),
      p.1 ∈ u → p.2 ∈ closedBall x t → dist (f.uncurry p) (f.uncurry (a, p.2)) < ε := by
    have C : Continuous (fun (p : α × E) ↦ f a p.2) :=
      -- `continuity` took several seconds to solve this.
      ha.comp' continuous_snd
    have D : ({a} ×ˢ closedBall x t).EqOn f.uncurry (fun p ↦ f a p.2) := by
      rintro ⟨b, y⟩ ⟨hb, -⟩
      simp only [mem_singleton_iff] at hb
      simp [hb]
    obtain ⟨v, v_open, sub_v, hv⟩ : ∃ v, IsOpen v ∧ {a} ×ˢ closedBall x t ⊆ v ∧
        ∀ p ∈ v, dist (Function.uncurry f p) (f a p.2) < ε :=
      Uniform.exists_is_open_mem_uniformity_of_forall_mem_eq (s := {a} ×ˢ closedBall x t)
        (fun p _ ↦ hf.continuousAt) (fun p _ ↦ C.continuousAt) D (dist_mem_uniformity εpos)
    obtain ⟨w, w', w_open, -, sub_w, sub_w', hww'⟩ : ∃ (w : Set α) (w' : Set E),
        IsOpen w ∧ IsOpen w' ∧ {a} ⊆ w ∧ closedBall x t ⊆ w' ∧ w ×ˢ w' ⊆ v :=
      generalized_tube_lemma isCompact_singleton (isCompact_closedBall x t) v_open sub_v
    refine ⟨w, w_open, sub_w rfl, ?_⟩
    rintro ⟨b, y⟩ h hby
    exact hv _ (hww' ⟨h, sub_w' hby⟩)
  

Proof state:
case mk.intro.intro.intro.intro.intro.intro.intro.intro.intro.intro.intro.intro.intro.intro
𝕜 : Type u_1
inst✝¹⁰ : NontriviallyNormedField 𝕜
E : Type u_2
inst✝⁹ : NormedAddCommGroup E
inst✝⁸ : NormedSpace 𝕜 E
inst✝⁷ : LocallyCompactSpace E
F : Type u_3
inst✝⁶ : NormedAddCommGroup F
inst✝⁵ : NormedSpace 𝕜 F
α : Type u_4
inst✝⁴ : TopologicalSpace α
inst✝³ : MeasurableSpace α
inst✝² : MeasurableSpace E
inst✝¹ : OpensMeasurableSpace α
inst✝ : OpensMeasurableSpace E
f : α → E → F
K : Set (E →L[𝕜] F)
r s : ℝ
hf : Continuous (Function.uncurry f)
L : E →L[𝕜] F
this : ProperSpace E
a : α
x : E
r' : ℝ
hr :
  ∀ (y : E),
    dist y (a, x).2 < r' → ∀ (z : E), dist z (a, x).2 < r' → ‖f (a, x).1 z - f (a, x).1 y - (L z - L y)‖ < s * r
Irr' : r / 2 < r'
Ir'r : r' ≤ r
ha : Continuous (f a)
t : ℝ
hrt : r / 2 < t
htr' : t < r'
t' : ℝ
hrt' : r / 2 < t'
ht't : t' < t
b : ℝ
b_lt : b < s * r
hb : ∀ y ∈ closedBall x t, ∀ z ∈ closedBall x t, ‖f a z - f a y - (L z - L y)‖ ≤ b
ε : ℝ
εpos : 0 < ε
hε : b + 2 * ε < s * r
u : Set α
u_open : IsOpen u
au : a ∈ u
hu : ∀ (p : α × E), p.1 ∈ u → p.2 ∈ closedBall x t → dist (Function.uncurry f p) (Function.uncurry f (a, p.2)) < ε
⊢ {p |
      ∃ r',
        (r / 2 < r' ∧ r' ≤ r) ∧
          ∀ (y : E), dist y p.2 < r' → ∀ (z : E), dist z p.2 < r' → ‖f p.1 z - f p.1 y - (L z - L y)‖ < s * r} ∈
    𝓝 (a, x)

Next tactic:
have : u ×ˢ ball x (t - t') ∈ 𝓝 (a, x) :=
    prod_mem_nhds (u_open.mem_nhds au) (ball_mem_nhds _ (sub_pos.2 ht't))