Proof.
We will use without further mention that \mathcal{F} is universally pure over S, see Lemma 38.18.3. By Lemma 38.20.2 and Descent, Lemmas 35.37.2 and 35.39.1 the question is local for the étale topology on S. Hence it suffices to prove, given s \in S, that there exists an étale neighbourhood of (S, s) so that the theorem holds.
Using Lemma 38.12.5 and after replacing S by an elementary étale neighbourhood of s we may assume there exists a commutative diagram
\xymatrix{ X \ar[dr] & & X' \ar[ll]^ g \ar[ld] \\ & S & }
of schemes of finite presentation over S, where g is étale, X_ s \subset g(X'), the schemes X' and S are affine, \Gamma (X', g^*\mathcal{F}) a projective \Gamma (S, \mathcal{O}_ S)-module. Note that g^*\mathcal{F} is universally pure over S, see Lemma 38.17.4. Hence by Lemma 38.18.2 we see that the open g(X') contains the points of \text{Ass}_{X/S}(\mathcal{F}) lying over \mathop{\mathrm{Spec}}(\mathcal{O}_{S, s}). Set
E = \{ t \in S \mid \text{Ass}_{X_ t}(\mathcal{F}_ t) \subset g(X') \} .
By More on Morphisms, Lemma 37.25.5 E is a constructible subset of S. We have seen that \mathop{\mathrm{Spec}}(\mathcal{O}_{S, s}) \subset E. By Morphisms, Lemma 29.22.4 we see that E contains an open neighbourhood of s. Hence after replacing S by a smaller affine neighbourhood of s we may assume that \text{Ass}_{X/S}(\mathcal{F}) \subset g(X').
Since we have assumed that u is surjective we have F_{iso} = F_{inj}. From Lemma 38.23.1 it follows that u : \mathcal{F} \to \mathcal{G} is injective if and only if g^*u : g^*\mathcal{F} \to g^*\mathcal{G} is injective, and the same remains true after any base change. Hence we have reduced to the case where, in addition to the assumptions in the theorem, X \to S is a morphism of affine schemes and \Gamma (X, \mathcal{F}) is a projective \Gamma (S, \mathcal{O}_ S)-module. This case follows immediately from Lemma 38.23.2.
To see that Z is of finite presentation if \mathcal{G} is of finite presentation, combine Lemma 38.20.2 part (4) with Limits, Remark 32.6.2.
\square
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