Proof.
Represent K by a K-injective complex \mathcal{J}^\bullet of sheaves of \Lambda -modules on X'_{\acute{e}tale}. Choose a quasi-isomorphism g'_!\mathcal{J}^\bullet \to \mathcal{I}^\bullet to a K-injective complex \mathcal{I}^\bullet of sheaves of \Lambda -modules on X_{\acute{e}tale}. Then we can consider the map
g_!f'_*\mathcal{J}^\bullet = g_!f'_!\mathcal{J}^\bullet = f_!g'_!\mathcal{J}^\bullet = f_*g'_!\mathcal{J}^\bullet \to f_*\mathcal{I}^\bullet
where the first and third equality come from Lemma 63.3.4 and the second equality comes from Lemma 63.3.13 which tells us that both g_! \circ f'_! and f_! \circ g'_! are equal to (g \circ f')_! = (f \circ g')_! as subsheaves of (g \circ f')_* = (f \circ g')_*.
Assume \Lambda is torsion, i.e., we are in case (b). With notation as above, it suffices to show that f_*g'_!\mathcal{J}^\bullet \to f_*\mathcal{I}^\bullet is an isomorphism. The question is local on Y. Hence we may assume that the dimension of fibres of f is bounded, see Morphisms, Lemma 29.28.5. Then we see that Rf_* has finite cohomological dimension, see Étale Cohomology, Lemma 59.92.2. Hence by Derived Categories, Lemma 13.32.2, if we show that R^ qf_*(g'_!\mathcal{J}) = 0 for q > 0 and any injective sheaf of \Lambda -modules \mathcal{J} on X'_{\acute{e}tale}, then the result follows.
The stalk of R^ qf_*(g'_!\mathcal{J}) at a geometric point \overline{y} is equal to H^ q(X_{\overline{y}}, (g'_!\mathcal{J})|_{X_{\overline{y}}}) by Étale Cohomology, Lemma 59.91.13. Since formation of g'_! commutes with base change (Lemma 63.3.12) this is equal to
H^ q(X_{\overline{y}}, g'_{\overline{y}, !}(\mathcal{J}|_{X'_{\overline{y}}}))
where g'_{\overline{y}} : X'_{\overline{y}} \to X_{\overline{y}} is the induced morphism between geometric fibres. Since Y' \to Y is locally quasi-finite, we see that X'_{\overline{y}} is a disjoint union of the fibres X'_{\overline{y}'} at geometric points \overline{y}' of Y' lying over \overline{y}. Denote g'_{\overline{y}'} : X'_{\overline{y}'} \to X_{\overline{y}} the restriction of g'_{\overline{y}} to X'_{\overline{y}'}. Thus the previous cohomology group is equal to
H^ q(X_{\overline{y}}, \bigoplus \nolimits _{\overline{y}'/\overline{y}} g'_{\overline{y}', !}(\mathcal{J}|_{X'_{\overline{y}'}}))
for example by Lemma 63.3.15 (but it is also obvious from the definition of g'_{\overline{y}, !} in Section 63.3). Since taking étale cohomology over X_{\overline{y}} commutes with direct sums (Étale Cohomology, Theorem 59.51.3) we conclude it suffices to show that
H^ q(X_{\overline{y}}, g'_{\overline{y}', !}(\mathcal{J}|_{X'_{\overline{y}'}}))
is zero. Observe that g_{\overline{y}'} : X'_{\overline{y}'} \to X_{\overline{y}} is a morphism between proper scheme over \overline{y} and hence is proper itself. As it is locally quasi-finite as well we conclude that g_{\overline{y}'} is finite. Thus we see that g'_{\overline{y}', !} = g'_{\overline{y}', *} = Rg'_{\overline{y}', *}. By Leray we conlude that we have to show
H^ q(X'_{\overline{y}'}, \mathcal{J}|_{X'_{\overline{y}'}})
is zero. As \Lambda is torsion, this follows from proper base change (Étale Cohomology, Lemma 59.91.13) as the higher direct images of \mathcal{J} under f' are zero.
Proof in case (a). We will deduce this from case (b) by standard arguments. We will show that the induced map g_! R^ pf'_* K \to R^ pf_*(g'_!K) is an isomorphism for all p \in \mathbf{Z}. Fix an integer p_0 \in \mathbf{Z}. Let a be an integer such that H^ j(K) = 0 for j < a. We will prove g_! R^ pf'_* K \to R^ pf_*(g'_!K) is an isomorphism for p \leq p_0 by descending induction on a. If a > p_0, then we see that the left and right hand side of the map are zero for p \leq p_0 by trivial vanishing, see Derived Categories, Lemma 13.16.1 (and use that g_! and g'_! are exact functors). Assume a \leq p_0. Consider the distinguished triangle
H^ a(K)[-a] \to K \to \tau _{\geq a + 1}K
By induction we have the result for \tau _{\geq a + 1}K. In the next paragraph, we will prove the result for H^ a(K)[-a]. Then five lemma applied to the map between long exact sequence of cohomology sheaves associated to the map of distinguished triangles
\xymatrix{ g_! Rf'_*(H^ a(K)[-a]) \ar[d] \ar[r] & g_! Rf'_* K \ar[r] \ar[d] & g_! Rf'_* \tau _{\geq a + 1} K \ar[d] \\ Rf_*(g'_!(H^ a(K)[-a])) \ar[r] & Rf_*(g'_!K) \ar[r] & Rf_*(g'_!\tau _{|geq a + 1}K) }
gives the result for K. Some details omitted.
Let \mathcal{F} be a torsion abelian sheaf on X'_{\acute{e}tale}. To finish the proof we show that g_! Rf'_*\mathcal{F} \to R^ pf_*(g'_!\mathcal{F}) is an isomorphism for all p. We can write \mathcal{F} = \bigcup \mathcal{F}[n] where \mathcal{F}[n] = \mathop{\mathrm{Ker}}(n : \mathcal{F} \to \mathcal{F}). We have the isomorphism for \mathcal{F}[n] by case (b). Since the functors g_!, g'_!, R^ pf_*, R^ pf'_* commute with filtered colimits (follows from Lemma 63.3.17 and Étale Cohomology, Lemma 59.51.8) the proof is complete.
\square
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