Proof.
To prove the first assertion we have to prove that MS1, MS2, MS3 and MS5, MS6 hold.
Proof of MS1. It is clear that identities are in S because (X, X, 0, 1, 0, 0) is distinguished for every object X of \mathcal{D} and because 0 is an object of \mathcal{D}'. Let f : X \to Y and g : Y \to Z be composable morphisms contained in S. Choose distinguished triangles (X, Y, Q_1, f, p_1, d_1), (X, Z, Q_2, g \circ f, p_2, d_2), and (Y, Z, Q_3, g, p_3, d_3). By assumption we know that Q_1 and Q_3 are isomorphic to objects of \mathcal{D}'. By TR4 we know there exists a distinguished triangle (Q_1, Q_2, Q_3, a, b, c). Since \mathcal{D}' is a triangulated subcategory we conclude that Q_2 is isomorphic to an object of \mathcal{D}'. Hence g \circ f \in S.
Proof of MS3. Let a : X \to Y be a morphism and let t : Z \to X be an element of S such that a \circ t = 0. To prove LMS3 it suffices to find an s \in S such that s \circ a = 0, compare with the proof of Lemma 13.5.4. Choose a distinguished triangle (Z, X, Q, t, g, h) using TR1 and TR2. Since a \circ t = 0 we see by Lemma 13.4.2 there exists a morphism i : Q \to Y such that i \circ g = a. Finally, using TR1 again we can choose a triangle (Q, Y, W, i, s, k). Here is a picture
\xymatrix{ Z \ar[r]_ t & X \ar[r]_ g \ar[d]^1 & Q \ar[r] \ar[d]^ i & Z[1] \\ & X \ar[r]_ a & Y \ar[d]^ s \\ & & W }
Since t \in S we see that Q is isomorphic to an object of \mathcal{D}'. Hence s \in S. Finally, s \circ a = s \circ i \circ g = 0 as s \circ i = 0 by Lemma 13.4.1. We conclude that LMS3 holds. The proof of RMS3 is dual.
Proof of MS5. Follows as distinguished triangles and \mathcal{D}' are stable under translations
Proof of MS6. Suppose given a commutative diagram
\xymatrix{ X \ar[r] \ar[d]^ s & Y \ar[d]^{s'} \\ X' \ar[r] & Y' }
with s, s' \in S. By Proposition 13.4.23 we can extend this to a nine square diagram. As s, s' are elements of S we see that X'', Y'' are isomorphic to objects of \mathcal{D}'. Since \mathcal{D}' is a full triangulated subcategory we see that Z'' is also isomorphic to an object of \mathcal{D}'. Whence the morphism Z \to Z' is an element of S. This proves MS6.
MS2 is a formal consequence of MS1, MS5, and MS6, see Lemma 13.5.2. This finishes the proof of the first assertion of the lemma.
Let's assume that S is saturated. (In the following we will use rotation of distinguished triangles without further mention.) Let X \oplus Y be an object isomorphic to an object of \mathcal{D}'. Consider the morphism f : 0 \to X. The composition 0 \to X \to X \oplus Y is an element of S as (0, X \oplus Y, X \oplus Y, 0, 1, 0) is a distinguished triangle. The composition Y[-1] \to 0 \to X is an element of S as (X, X \oplus Y, Y, (1, 0), (0, 1), 0) is a distinguished triangle, see Lemma 13.4.11. Hence 0 \to X is an element of S (as S is saturated). Thus X is isomorphic to an object of \mathcal{D}' as desired.
Finally, assume \mathcal{D}' is a saturated triangulated subcategory. Let
W \xrightarrow {h} X \xrightarrow {g} Y \xrightarrow {f} Z
be composable morphisms of \mathcal{D} such that fg, gh \in S. We will build up a picture of objects as in the diagram below.
\xymatrix{ & & Q_{12} \ar[rd] & & Q_{23} \ar[rd] \\ & Q_1 \ar[ld]_{\! + \! 1} \ar[ru] & & Q_2 \ar[ld]_{\! + \! 1} \ar[ll]_{\! + \! 1} \ar[ru] & & Q_3 \ar[ld]_{\! + \! 1} \ar[ll]_{\! + \! 1} \\ W \ar[rr] & & X \ar[lu] \ar[rr] & & Y \ar[lu] \ar[rr] & & Z \ar[lu] }
First choose distinguished triangles (W, X, Q_1), (X, Y, Q_2), (Y, Z, Q_3) (W, Y, Q_{12}), and (X, Z, Q_{23}). Denote s : Q_2 \to Q_1[1] the composition Q_2 \to X[1] \to Q_1[1]. Denote t : Q_3 \to Q_2[1] the composition Q_3 \to Y[1] \to Q_2[1]. By TR4 applied to the composition W \to X \to Y and the composition X \to Y \to Z there exist distinguished triangles (Q_1, Q_{12}, Q_2) and (Q_2, Q_{23}, Q_3) which use the morphisms s and t. The objects Q_{12} and Q_{23} are isomorphic to objects of \mathcal{D}' as W \to Y and X \to Z are assumed in S. Hence also s[1]t is an element of S as S is closed under compositions and shifts. Note that s[1]t = 0 as Y[1] \to Q_2[1] \to X[2] is zero, see Lemma 13.4.1. Hence Q_3[1] \oplus Q_1[2] is isomorphic to an object of \mathcal{D}', see Lemma 13.4.11. By assumption on \mathcal{D}' we conclude that Q_3 and Q_1 are isomorphic to objects of \mathcal{D}'. Looking at the distinguished triangle (Q_1, Q_{12}, Q_2) we conclude that Q_2 is also isomorphic to an object of \mathcal{D}'. Looking at the distinguished triangle (X, Y, Q_2) we finally conclude that g \in S. (It is also follows that h, f \in S, but we don't need this.)
\square
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