Proof.
Pick a scheme U and a surjective smooth morphism x : U \to \mathcal{X}. By Modules on Sites, Definition 18.23.1 there exists an étale (resp. fppf) covering \{ U_ i \to U\} _{i \in I} such that each pullback f_ i^{-1}\mathcal{H} has a global presentation (see Modules on Sites, Definition 18.17.1). Here f_ i : U_ i \to \mathcal{X} is the composition U_ i \to U \to \mathcal{X} which is a morphism of algebraic stacks. (Recall that the pullback “is” the restriction to \mathcal{X}/f_ i, see Sheaves on Stacks, Definition 96.9.2 and the discussion following.) Since each f_ i is smooth (resp. flat) by Lemma 103.15.1 we see that f_ i^{-1}g_!\mathcal{H} = g_{i, !}(f'_ i)^{-1}\mathcal{H}. Using Lemma 103.16.1 we reduce the statement of the lemma to the case where \mathcal{H} has a global presentation. Say we have
\bigoplus \nolimits _{j \in J} \mathcal{O} \longrightarrow \bigoplus \nolimits _{i \in I} \mathcal{O} \longrightarrow \mathcal{H} \longrightarrow 0
of \mathcal{O}-modules where \mathcal{O} = \mathcal{O}_{\mathcal{X}_{lisse,{\acute{e}tale}}} (resp. \mathcal{O} = \mathcal{O}_{\mathcal{X}_{flat,fppf}}). Since g_! commutes with arbitrary colimits (as a left adjoint functor, see Lemma 103.14.4 and Categories, Lemma 4.24.5) we conclude that there exists an exact sequence
\bigoplus \nolimits _{j \in J} g_!\mathcal{O} \longrightarrow \bigoplus \nolimits _{i \in I} g_!\mathcal{O} \longrightarrow g_!\mathcal{H} \longrightarrow 0
Lemma 103.14.5 shows that g_!\mathcal{O} = \mathcal{O}_\mathcal {X}. In case (2) we are done. In case (1) we apply Sheaves on Stacks, Lemma 96.11.4 to conclude.
\square
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