Proof.
We apply Decent Spaces, Lemma 68.8.6 to get open subspaces U_ p \subset X, schemes V_ p, and morphisms f_ p : V_ p \to U_ p with properties as stated. Note that f_ n : V_ n \to U_ n is an étale morphism of algebraic spaces whose restriction to the inverse image of T_ n = (V_ n)_{red} is an isomorphism. Hence f_ n is an isomorphism, for example by Morphisms of Spaces, Lemma 67.51.2. In particular U_ n is a quasi-compact and separated scheme. Thus we can write U_ n = \mathop{\mathrm{lim}}\nolimits U_{n, i} as a directed limit of schemes of finite type over \mathbf{Z} with affine transition morphisms, see Limits, Proposition 32.5.4. Thus, applying descending induction on p, we see that we have reduced to the problem posed in the following paragraph.
Here we have U \subset X, U = \mathop{\mathrm{lim}}\nolimits U_ i, Z \subset X, and f : V \to X with the following properties
X is a quasi-compact and quasi-separated algebraic space,
V is a quasi-compact and separated scheme,
U \subset X is a quasi-compact open subspace,
(U_ i, g_{ii'}) is a directed inverse system of quasi-separated algebraic spaces of finite type over \mathbf{Z} with affine transition morphisms whose limit is U,
Z \subset X is a closed subspace such that |X| = |U| \amalg |Z|,
f : V \to X is a surjective étale morphism such that f^{-1}(Z) \to Z is an isomorphism.
Problem: Show that the conclusion of the proposition holds for X.
Note that W = f^{-1}(U) \subset V is a quasi-compact open subscheme étale over U. Hence we may apply Lemmas 70.7.1 and 70.6.2 to find an index 0 \in I and an étale morphism W_0 \to U_0 of finite presentation whose base change to U produces W. Setting W_ i = W_0 \times _{U_0} U_ i we see that W = \mathop{\mathrm{lim}}\nolimits _{i \geq 0} W_ i. After increasing 0 we may assume the W_ i are schemes, see Lemma 70.5.11. Moreover, W_ i is of finite type over \mathbf{Z}.
Apply Limits, Lemma 32.5.3 to W = \mathop{\mathrm{lim}}\nolimits _{i \geq 0} W_ i and the inclusion W \subset V. Replace I by the directed set J found in that lemma. This allows us to write V as a directed limit V = \mathop{\mathrm{lim}}\nolimits V_ i of finite type schemes over \mathbf{Z} with affine transition maps such that each V_ i contains W_ i as an open subscheme (compatible with transition morphisms). For each i we can form the push out
\xymatrix{ W_ i \ar[r] \ar[d]_\Delta & V_ i \ar[d] \\ W_ i \times _{U_ i} W_ i \ar[r] & R_ i }
in the category of schemes. Namely, the left vertical and upper horizontal arrows are open immersions of schemes. In other words, we can construct R_ i as the glueing of V_ i and W_ i \times _{U_ i} W_ i along the common open W_ i (see Schemes, Section 26.14). Note that the étale projection maps W_ i \times _{U_ i} W_ i \to W_ i extend to étale morphisms s_ i, t_ i : R_ i \to V_ i. It is clear that the morphism j_ i = (t_ i, s_ i) : R_ i \to V_ i \times V_ i is an étale equivalence relation on V_ i. Note that W_ i \times _{U_ i} W_ i is quasi-compact (as U_ i is quasi-separated and W_ i quasi-compact) and V_ i is quasi-compact, hence R_ i is quasi-compact. For i \geq i' the diagram
70.8.1.1
\begin{equation} \label{spaces-limits-equation-cartesian} \vcenter { \xymatrix{ R_ i \ar[r] \ar[d]_{s_ i} & R_{i'} \ar[d]^{s_{i'}} \\ V_ i \ar[r] & V_{i'} } } \end{equation}
is cartesian because
(W_{i'} \times _{U_{i'}} W_{i'}) \times _{U_{i'}} U_ i = W_{i'} \times _{U_{i'}} U_ i \times _{U_ i} U_ i \times _{U_{i'}} W_{i'} = W_ i \times _{U_ i} W_ i.
Consider the algebraic space X_ i = V_ i/R_ i (see Spaces, Theorem 65.10.5). As V_ i is of finite type over \mathbf{Z} and R_ i is quasi-compact we see that X_ i is quasi-separated and of finite type over \mathbf{Z} (see Properties of Spaces, Lemma 66.6.5 and Morphisms of Spaces, Lemmas 67.8.6 and 67.23.4). As the construction of R_ i above is compatible with transition morphisms, we obtain morphisms of algebraic spaces X_ i \to X_{i'} for i \geq i'. The commutative diagrams
\xymatrix{ V_ i \ar[r] \ar[d] & V_{i'} \ar[d] \\ X_ i \ar[r] & X_{i'} }
are cartesian as (70.8.1.1) is cartesian, see Groupoids, Lemma 39.20.7. Since V_ i \to V_{i'} is affine, this implies that X_ i \to X_{i'} is affine, see Morphisms of Spaces, Lemma 67.20.3. Thus we can form the limit X' = \mathop{\mathrm{lim}}\nolimits X_ i by Lemma 70.4.1. We claim that X \cong X' which finishes the proof of the proposition.
Proof of the claim. Set R = \mathop{\mathrm{lim}}\nolimits R_ i. By construction the algebraic space X' comes equipped with a surjective étale morphism V \to X' such that
V \times _{X'} V \cong R
(use Lemma 70.4.1). By construction \mathop{\mathrm{lim}}\nolimits W_ i \times _{U_ i} W_ i = W \times _ U W and V = \mathop{\mathrm{lim}}\nolimits V_ i so that R is the union of W \times _ U W and V glued along W. Property (6) implies the projections V \times _ X V \to V are isomorphisms over f^{-1}(Z) \subset V. Hence the scheme V \times _ X V is the union of the opens \Delta _{V/X}(V) and W \times _ U W which intersect along \Delta _{W/X}(W). We conclude that there exists a unique isomorphism R \cong V \times _ X V compatible with the projections to V. Since V \to X and V \to X' are surjective étale we see that
X = V/ V \times _ X V = V/R = V/V \times _{X'} V = X'
by Spaces, Lemma 65.9.1 and we win.
\square
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