Proof.
Proof of (1). Choose an affine scheme U_0 and a surjective étale morphism U_0 \to X. Set U_1 = U_0 \times _ X U_0 and U_2 = U_0 \times _ X U_0 \times _ X U_0 as in our discussion of étale descent above. The categories \textit{Coh}(U_ i, \mathcal{I}_ i) are abelian (Cohomology of Schemes, Lemma 30.23.2) and the pullback functors are exact functors \textit{Coh}(U_0, \mathcal{I}_0) \to \textit{Coh}(U_1, \mathcal{I}_1) and \textit{Coh}(U_1, \mathcal{I}_1) \to \textit{Coh}(U_2, \mathcal{I}_2) (Cohomology of Schemes, Lemma 30.23.9). The lemma then follows formally from the description of \textit{Coh}(X, \mathcal{I}) as a category of descent data. Some details omitted; compare with the proof of Groupoids, Lemma 39.14.6.
Part (2) follows immediately from the discussion in the previous paragraph. In the situation of (3) choose a commutative diagram
\xymatrix{ U' \ar[d] \ar[r] & U \ar[d] \\ X' \ar[r] & X }
where U' and U are affine schemes and the vertical morphisms are surjective étale. Then U' \to U is a flat morphism of Noetherian schemes (Morphisms of Spaces, Lemma 67.30.5) whence the pullback functor \textit{Coh}(U, \mathcal{I}\mathcal{O}_ U) \to \textit{Coh}(U', \mathcal{I}\mathcal{O}_{U'}) is exact by Cohomology of Schemes, Lemma 30.23.9. Since we can check exactness in \textit{Coh}(X, \mathcal{O}_ X) on U and similarly for X', U' the assertion follows.
\square
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