Proof.
By Lemma 61.12.21 we may describe i_{pro\text{-}\acute{e}tale} in terms of the morphism of sites u : X_{app} \to Z_{app}, V \mapsto V \times _ X Z. The first statement of the lemma follows from Sites, Lemmas 7.22.1 and 7.22.2 (but with the roles of u and v reversed).
Proof of (1). By the description of i as the morphism of topoi associated to v this holds by the construction, see Sites, Lemma 7.21.1.
Proof of (2). Since the functor v sends coverings to coverings by Lemma 61.25.1 we see that the presheaf \mathcal{G} : V \mapsto \mathcal{F}(v(V)) is a separated presheaf (Sites, Definition 7.10.9). Hence the sheafification of \mathcal{G} is \mathcal{G}^+, see Sites, Theorem 7.10.10. Next, let V be a weakly contractible object of Z_{app}. Let \mathcal{V} = \{ V_ i \to V\} _{i = 1, \ldots , n} be any covering in Z_{app}. Set \mathcal{V}' = \{ \coprod V_ i \to V\} . Since v commutes with finite disjoint unions (as a left adjoint or by the construction) and since \mathcal{F} sends finite disjoint unions into products, we see that
H^0(\mathcal{V}, \mathcal{G}) = H^0(\mathcal{V}', \mathcal{G})
(notation as in Sites, Section 7.10; compare with Étale Cohomology, Lemma 59.22.1). Thus we may assume the covering is given by a single morphism, like so \{ V' \to V\} . Since V is weakly contractible, this covering can be refined by the trivial covering \{ V \to V\} . It therefore follows that the value of \mathcal{G}^+ = i^{-1}\mathcal{F} on V is simply \mathcal{F}(v(V)) and (2) is proved.
Proof of (3). Every object of Z_{app} has a covering by weakly contractible objects (Lemma 61.13.4). By the above we see that we would have i^{Sh}_!h_ V = h_{v(V)} for V weakly contractible if i^{Sh}_! existed. The existence of i^{Sh}_! then follows from Sites, Lemma 7.24.1.
Proof of (4). Existence of i_! follows in the same way by setting i_!\mathbf{Z}_ V = \mathbf{Z}_{v(V)} for V weakly contractible in Z_{app}, using similar for direct sums, and applying Homology, Lemma 12.29.6. Details omitted.
Proof of (5). Let V be a contractible object of Z_{app}. Then i^{-1}i^{Sh}_!h_ V = i^{-1}h_{v(V)} = h_{u(v(V))} = h_ V. (It is a general fact that i^{-1}h_ U = h_{u(U)}.) Since the sheaves h_ V for V contractible generate \mathop{\mathit{Sh}}\nolimits (Z_{app}) (Sites, Lemma 7.12.5) we conclude \text{id} \to i^{-1}i^{Sh}_! is an isomorphism. Similarly for the map \text{id} \to i^{-1}i_!. Then (i^{-1}i_*\mathcal{H})(V) = i_*\mathcal{H}(v(V)) = \mathcal{H}(u(v(V))) = \mathcal{H}(V) and we find that i^{-1}i_* \to \text{id} is an isomorphism.
The fully faithfulness statements of (6) now follow from Categories, Lemma 4.24.4.
\square
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