/-- A function is `C^n` within a set at a point, for `n : ℕ`, if and only if it is `C^n` on
a neighborhood of this point. -/
theorem contMDiffWithinAt_iff_contMDiffOn_nhds {n : ℕ} :
    ContMDiffWithinAt I I' n f s x ↔ ∃ u ∈ 𝓝[insert x s] x, ContMDiffOn I I' n f u := by
  -- WLOG, `x ∈ s`, otherwise we add `x` to `s`
  wlog hxs : x ∈ s generalizing s
  · rw [← contMDiffWithinAt_insert_self, this (mem_insert _ _), insert_idem]
  rw [insert_eq_of_mem hxs]
  -- The `←` implication is trivial
  refine ⟨fun h ↦ ?_, fun ⟨u, hmem, hu⟩ ↦ (hu _ (mem_of_mem_nhdsWithin hxs hmem)).mono_of_mem hmem⟩
  -- The property is true in charts. Let `v` be a good neighborhood in the chart where the function
  -- is smooth.
  rcases (contMDiffWithinAt_iff'.1 h).2.contDiffOn le_rfl with ⟨v, hmem, hsub, hv⟩
  have hxs' : extChartAt I x x ∈ (extChartAt I x).target ∩
      (extChartAt I x).symm ⁻¹' (s ∩ f ⁻¹' (extChartAt I' (f x)).source) :=
    ⟨(extChartAt I x).map_source (mem_extChartAt_source _ _), by rwa [extChartAt_to_inv], by
      rw [extChartAt_to_inv]; apply mem_extChartAt_source⟩
  rw [insert_eq_of_mem hxs'] at hmem hsub
  -- Then `(extChartAt I x).symm '' v` is the neighborhood we are looking for.
  

Proof state:
case intro.intro.intro
𝕜 : Type u_1
inst✝³⁷ : NontriviallyNormedField 𝕜
E : Type u_2
inst✝³⁶ : NormedAddCommGroup E
inst✝³⁵ : NormedSpace 𝕜 E
H : Type u_3
inst✝³⁴ : TopologicalSpace H
I : ModelWithCorners 𝕜 E H
M : Type u_4
inst✝³³ : TopologicalSpace M
inst✝³² : ChartedSpace H M
inst✝³¹ : SmoothManifoldWithCorners I M
E' : Type u_5
inst✝³⁰ : NormedAddCommGroup E'
inst✝²⁹ : NormedSpace 𝕜 E'
H' : Type u_6
inst✝²⁸ : TopologicalSpace H'
I' : ModelWithCorners 𝕜 E' H'
M' : Type u_7
inst✝²⁷ : TopologicalSpace M'
inst✝²⁶ : ChartedSpace H' M'
inst✝²⁵ : SmoothManifoldWithCorners I' M'
E'' : Type u_8
inst✝²⁴ : NormedAddCommGroup E''
inst✝²³ : NormedSpace 𝕜 E''
H'' : Type u_9
inst✝²² : TopologicalSpace H''
I'' : ModelWithCorners 𝕜 E'' H''
M'' : Type u_10
inst✝²¹ : TopologicalSpace M''
inst✝²⁰ : ChartedSpace H'' M''
F : Type u_11
inst✝¹⁹ : NormedAddCommGroup F
inst✝¹⁸ : NormedSpace 𝕜 F
G : Type u_12
inst✝¹⁷ : TopologicalSpace G
J : ModelWithCorners 𝕜 F G
N : Type u_13
inst✝¹⁶ : TopologicalSpace N
inst✝¹⁵ : ChartedSpace G N
inst✝¹⁴ : SmoothManifoldWithCorners J N
F' : Type u_14
inst✝¹³ : NormedAddCommGroup F'
inst✝¹² : NormedSpace 𝕜 F'
G' : Type u_15
inst✝¹¹ : TopologicalSpace G'
J' : ModelWithCorners 𝕜 F' G'
N' : Type u_16
inst✝¹⁰ : TopologicalSpace N'
inst✝⁹ : ChartedSpace G' N'
inst✝⁸ : SmoothManifoldWithCorners J' N'
F₁ : Type u_17
inst✝⁷ : NormedAddCommGroup F₁
inst✝⁶ : NormedSpace 𝕜 F₁
F₂ : Type u_18
inst✝⁵ : NormedAddCommGroup F₂
inst✝⁴ : NormedSpace 𝕜 F₂
F₃ : Type u_19
inst✝³ : NormedAddCommGroup F₃
inst✝² : NormedSpace 𝕜 F₃
F₄ : Type u_20
inst✝¹ : NormedAddCommGroup F₄
inst✝ : NormedSpace 𝕜 F₄
e : PartialHomeomorph M H
e' : PartialHomeomorph M' H'
f f₁ : M → M'
s✝ s₁ t : Set M
x : M
m n✝ : ℕ∞
n : ℕ
s : Set M
hxs : x ∈ s
h : ContMDiffWithinAt I I' (↑n) f s x
v : Set E
hmem :
  v ∈
    𝓝[(extChartAt I x).target ∩ ↑(PartialEquiv.symm (extChartAt I x)) ⁻¹' (s ∩ f ⁻¹' (extChartAt I' (f x)).source)]
      ↑(extChartAt I x) x
hsub : v ⊆ (extChartAt I x).target ∩ ↑(PartialEquiv.symm (extChartAt I x)) ⁻¹' (s ∩ f ⁻¹' (extChartAt I' (f x)).source)
hv : ContDiffOn 𝕜 (↑n) (↑(extChartAt I' (f x)) ∘ f ∘ ↑(PartialEquiv.symm (extChartAt I x))) v
hxs' :
  ↑(extChartAt I x) x ∈
    (extChartAt I x).target ∩ ↑(PartialEquiv.symm (extChartAt I x)) ⁻¹' (s ∩ f ⁻¹' (extChartAt I' (f x)).source)
⊢ ∃ u ∈ 𝓝[s] x, ContMDiffOn I I' (↑n) f u

Next tactic:
refine ⟨(extChartAt I x).symm '' v, ?_, ?_⟩