Proof.
We prove this by induction on the integer d = \dim _ x(\text{Supp}(\mathcal{F}_ s)). By Lemma 38.4.3 there exists a diagram
\xymatrix{ (X, x) \ar[d] & (X', x') \ar[l]^ g \ar[d] \\ (S, s) & (S', s') \ar[l] }
of pointed schemes such that the horizontal arrows are elementary étale neighbourhoods and such that g^*\mathcal{F}/X'/S' has a one step dévissage at x'. The local nature of the problem implies that we may replace (X, x) \to (S, s) by (X', x') \to (S', s'). Thus after doing so we may assume that there exists a one step dévissage (Z_1, Y_1, i_1, \pi _1, \mathcal{G}_1) of \mathcal{F}/X/S at x.
We apply Lemma 38.4.9 to find a map
\alpha _1 : \mathcal{O}_{Y_1}^{\oplus r_1} \longrightarrow \pi _{1, *}\mathcal{G}_1
which induces an isomorphism of vector spaces over \kappa (\xi _1) where \xi _1 \in Y_1 is the unique generic point of the fibre of Y_1 over s. Moreover \dim _{y_1}(\text{Supp}(\mathop{\mathrm{Coker}}(\alpha _1)_ s)) < d. It may happen that the stalk of \mathop{\mathrm{Coker}}(\alpha _1)_ s at y_1 is zero. In this case we may shrink Y_1 by Lemma 38.4.7 (2) and assume that \mathop{\mathrm{Coker}}(\alpha _1) = 0 so we obtain a complete dévissage of length zero.
Assume now that the stalk of \mathop{\mathrm{Coker}}(\alpha _1)_ s at y_1 is not zero. In this case, by induction, there exists a commutative diagram
38.5.7.1
\begin{equation} \label{flat-equation-overcome-this} \vcenter { \xymatrix{ (Y_1, y_1) \ar[d] & (Y'_1, y'_1) \ar[l]^ h \ar[d] \\ (S, s) & (S', s') \ar[l] } } \end{equation}
of pointed schemes such that the horizontal arrows are elementary étale neighbourhoods and such that h^*\mathop{\mathrm{Coker}}(\alpha _1)/Y'_1/S' has a complete dévissage
(Z_ k, Y_ k, i_ k, \pi _ k, \mathcal{G}_ k, \alpha _ k, z_ k, y_ k)_{k = 2, \ldots , n}
at y'_1. (In particular i_2 : Z_2 \to Y'_1 is a closed immersion into Y'_2.) At this point we apply Lemma 38.4.8 to S, X, \mathcal{F}, x, s, the system (Z_1, Y_1, i_1, \pi _1, \mathcal{G}_1) and diagram (38.5.7.1). We obtain a diagram
\xymatrix{ & & (X'', x'') \ar[lld] \ar[d] & (Z''_1, z''_1) \ar[l] \ar[lld] \ar[d] \\ (X, x) \ar[d] & (Z_1, z_1) \ar[l] \ar[d] & (S'', s'') \ar[lld] & (Y''_1, y''_1) \ar[lld] \ar[l] \\ (S, s) & (Y_1, y_1) \ar[l] }
with all the properties as listed in the referenced lemma. In particular Y''_1 \subset Y'_1 \times _{S'} S''. Set X_1 = Y'_1 \times _{S'} S'' and let \mathcal{F}_1 denote the pullback of \mathop{\mathrm{Coker}}(\alpha _1). By Lemma 38.5.4 the system
38.5.7.2
\begin{equation} \label{flat-equation-shrink-this} (Z_ k \times _{S'} S'', Y_ k \times _{S'} S'', i''_ k, \pi ''_ k, \mathcal{G}''_ k, \alpha ''_ k, z''_ k, y''_ k)_{k = 2, \ldots , n} \end{equation}
is a complete dévissage of \mathcal{F}_1 to X_1. Again, the nature of the problem allows us to replace (X, x) \to (S, s) by (X'', x'') \to (S'', s''). In this we see that we may assume:
There exists a one step dévissage (Z_1, Y_1, i_1, \pi _1, \mathcal{G}_1) of \mathcal{F}/X/S at x,
there exists an \alpha _1 : \mathcal{O}_{Y_1}^{\oplus r_1} \to \pi _{1, *}\mathcal{G}_1 such that \alpha \otimes \kappa (\xi _1) is an isomorphism,
Y_1 \subset X_1 is open, y_1 = x_1, and \mathcal{F}_1|_{Y_1} \cong \mathop{\mathrm{Coker}}(\alpha _1), and
there exists a complete dévissage (Z_ k, Y_ k, i_ k, \pi _ k, \mathcal{G}_ k, \alpha _ k, z_ k, y_ k)_{k = 2, \ldots , n} of \mathcal{F}_1/X_1/S at x_1.
To finish the proof all we have to do is shrink the one step dévissage and the complete dévissage such that they fit together to a complete dévissage. (We suggest the reader do this on their own using Lemmas 38.4.7 and 38.5.6 instead of reading the proof that follows.) Since Y_1 \subset X_1 is an open neighbourhood of x_1 we may apply Lemma 38.5.6 (3) to find a standard shrinking S', X'_1, Z'_2, Y'_2, \ldots , Y'_ n of the datum (d) so that X'_1 \subset Y_1. Note that X'_1 is also a standard open of the affine scheme Y_1. Next, we shrink the datum (a) as follows: first we shrink the base S to S', see Lemma 38.4.7 (1) and then we shrink the result to S'', X'', Z''_1, Y''_1 using Lemma 38.4.7 (2) such that eventually Y''_1 = X'_1 \times _ S S'' and S'' \subset S'. Then we see that
Z''_1, Y''_1, Z'_2 \times _{S'} S'', Y'_2 \times _{S'} S'', \ldots , Y'_ n \times _{S'} S''
gives the complete dévissage we were looking for.
\square
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