Each result cited is universally quantified over the data in its own statement.
Conventions. By The Index Map Skipping One Element of [n] §difference, m∈N and m+1=n. For q∈{m,n}, the elements of Sq are the bijections [q]→[q] by Permutations of a Set and the Set of Permutations of [n] §membership, and [q] is finite by Finite Sets: the Pigeonhole Principle, Uniqueness of the Length, Subsets, Unions, Products, Images, Bounded Sets of Natural Numbers, Extreme Elements, Sets of Maps, Finite Unions and Finite Choice §naturals. Subsets, unions and products of finite sets are finite by Finite Sets: the Pigeonhole Principle, Uniqueness of the Length, Subsets, Unions, Products, Images, Bounded Sets of Natural Numbers, Extreme Elements, Sets of Maps, Finite Unions and Finite Choice §subset and Finite Sets: the Pigeonhole Principle, Uniqueness of the Length, Subsets, Unions, Products, Images, Bounded Sets of Natural Numbers, Extreme Elements, Sets of Maps, Finite Unions and Finite Choice §union; Boolean identities between classes follow from The Boolean Operations on Classes, Disjointness, and the Universal Class §operations and Axiom of Extensionality for Classes; and (x,y)=(x′,y′) if and only if x=x′ and y=y′, by The Characteristic Property of Ordered Pairs and Nested Tuples of Sets §characteristic. For finite sets D,E we count with:
(N1) #(D∪E)=#D+#E if D∩E=∅, by Counting: Intervals, Empty Sets and Singletons, Injective Images, Subsets, Unions and Products §union;
(N2) #(D×E)=#D⋅#E and #{x}=1, by Counting: Intervals, Empty Sets and Singletons, Injective Images, Subsets, Unions and Products §product and Counting: Intervals, Empty Sets and Singletons, Injective Images, Subsets, Unions and Products §empty;
(N3) #f(D)=#D for every injective map f:D→C to a set C, by Counting: Intervals, Empty Sets and Singletons, Injective Images, Subsets, Unions and Products §image;
(N4) #[k]=k for k∈N0, by Counting: Intervals, Empty Sets and Singletons, Injective Images, Subsets, Unions and Products §intervals.
For q∈{m,n} and σ∈Sq, sgn(σ)=(−1)#Inv(σ) by Sign of a Permutation §sign with q in place of n, where Inv(σ) is the set of Inversions of a Permutation of [n] §inversions with q in place of n, a finite subset of [q]×[q] by Inversions of a Permutation Form a Finite Set, and the Sign Map Exists §inversions; by Inversions of a Permutation of [n] §membership, its elements are the pairs (p,r) with p,r∈[q], p<r and σ(r)<σ(p).
Step 0: the maps sj. For j∈[n], sj:[m]→[n] is the map s of The Index Map Skipping One Element of [n] §map with j in place of i, by The Deletion Index Map §deletion-index. Let j∈[n].
(D1) By The Index Map Skipping One Element of [n] §range with j in place of i, sj(k)=j for every k∈[m], and sj:[m]→[n]∖{j} is a bijection; so sj is injective, and every p∈[n] with p=j is sj(k) for some k∈[m]. By Basic Properties of Functions: Equality, Composition, Identity, Inverse and Restriction §inverse and Basic Properties of Functions: Equality, Composition, Identity, Inverse and Restriction §composition, its inverse is a bijective map sj−1:[n]∖{j}→[m] with sj−1(sj(k))=k for k∈[m] and sj(sj−1(p))=p for p∈[n]∖{j}.
(D2) For k,l∈[m]: k<l if and only if sj(k)<sj(l), by The Index Map Skipping One Element of [n] §increasing with j in place of i.
Step 1: extending a permutation. Let j∈[n] and τ∈Sm. For p∈[n] with p=i, si−1(p)∈[m], so sj(τ(si−1(p)))∈[n]. By Maps Defined by Cases §cases, with the sets [n] and [n], the property p=i and the expressions j and sj(τ(si−1(p))), there is exactly one map σj,τ:[n]→[n] with σj,τ(i)=j and σj,τ(p)=sj(τ(si−1(p))) for p∈[n] with p=i. Then:
(E1) σj,τ(si(k))=sj(τ(k)) for k∈[m], since si(k)=i and si−1(si(k))=k by (D1);
(E2) σj,τ(p)=j for p∈[n] with p=i, by (D1) for sj;
(E3) σj,τ∈Sn. Indeed let p,p′∈[n] with σj,τ(p)=σj,τ(p′). By (E2) and σj,τ(i)=j, p=i if and only if p′=i. If p=i and p′=i, then sj(τ(si−1(p)))=sj(τ(si−1(p′))), so si−1(p)=si−1(p′) as sj and τ are injective, and p=p′ by (D1). So σj,τ is injective by Injective, Surjective and Bijective Functions between Classes §injective, hence a bijection by Finite Sets: Removing an Element, Injective Self-Maps, Infinite Sets, Sets of Permutations, Pairs and Extended Tuples §injective-self-map, [n] being finite, and σj,τ∈Sn by Permutations of a Set and the Set of Permutations of [n] §membership.
Step 2: clause map. By (E3), Φi:[n]×Sm→Sn, (j,τ)↦σj,τ, is a map, σj,τ being the only set with the properties of Step 1. By Step 1 and (E1), Φi(j,τ)(i)=j and Φi(j,τ)(si(k))=sj(τ(k)) for all j∈[n], τ∈Sm and k∈[m]. Let Ψ:[n]×Sm→Sn be a map with the same two properties, and let j∈[n] and τ∈Sm. Then Ψ(j,τ) and Φi(j,τ) have the value j at i, and every p∈[n] with p=i is si(k) for some k∈[m], by (D1), where both have the value sj(τ(k)). So Ψ(j,τ)=Φi(j,τ), and Ψ=Φi. This proves clause map. Below, Φ=Φi.
Step 3: clause bijection. Φ is injective: if Φ(j,τ)=Φ(j′,τ′), then j=Φ(j,τ)(i)=Φ(j′,τ′)(i)=j′, and for k∈[m], sj(τ(k))=sj(τ′(k)), so τ(k)=τ′(k) as sj is injective; hence τ=τ′, and (j,τ)=(j′,τ′). Φ is surjective: let σ∈Sn and j=σ(i)∈[n]. For k∈[m], si(k)=i by (D1), so σ(si(k))=σ(i)=j as σ is injective. Let τ:[m]→[m], k↦sj−1(σ(si(k))), with values in [m] by (D1) for sj. Then sj(τ(k))=σ(si(k)) for k∈[m], by (D1) for sj. If τ(k)=τ(l), then σ(si(k))=σ(si(l)), so k=l, as σ and si are injective; thus τ is injective, hence a bijection by Finite Sets: Removing an Element, Injective Self-Maps, Infinite Sets, Sets of Permutations, Pairs and Extended Tuples §injective-self-map, and τ∈Sm. Now Φ(j,τ)(i)=j=σ(i), and every p∈[n] with p=i is si(k) for some k∈[m], by (D1), where Φ(j,τ)(si(k))=sj(τ(k))=σ(si(k)); so Φ(j,τ)=σ. Hence Φ is a bijection by Injective, Surjective and Bijective Functions between Classes §bijective.
Step 4: clause sign. Let j∈[n], τ∈Sm and σ=Φ(j,τ), so σ(i)=j and σ(si(k))=sj(τ(k)) for k∈[m]. Let Nσ=#Inv(σ) and Nτ=#Inv(τ). Let I0=Inv(σ)∩(([n]∖{i})×([n]∖{i})), I1=Inv(σ)∩([n]×{i}) and I2=Inv(σ)∩({i}×[n]), finite as subsets of Inv(σ). A pair (p,q)∈Inv(σ) lies in I1 if q=i, in I2 if p=i, and in I0 otherwise; no pair lies in two of these sets, since the pairs of I0 have no entry i and (i,i)∈/Inv(σ). So Inv(σ)=(I0∪I1)∪I2 with I0∩I1=∅ and (I0∪I1)∩I2=∅, and by (N1)
Nσ=#I0+#I1+#I2.(1)
The set I0. Let h0:Inv(τ)→[n]×[n], (k,l)↦(si(k),si(l)); it is injective, by the characteristic property of pairs and the injectivity of si. We show that its image is I0. If (k,l)∈Inv(τ), then k<l and τ(l)<τ(k), so p=si(k) and q=si(l) lie in [n]∖{i} by (D1), p<q by (D2), and σ(q)=sj(τ(l))<sj(τ(k))=σ(p) by (D2) for sj; so h0(k,l)=(p,q)∈I0. Conversely, if (p,q)∈I0, let k=si−1(p) and l=si−1(q), so si(k)=p and si(l)=q by (D1); then p<q gives k<l by (D2), and sj(τ(l))=σ(q)<σ(p)=sj(τ(k)) gives τ(l)<τ(k) by (D2) for sj; so (k,l)∈Inv(τ) and h0(k,l)=(p,q). By (N3), #I0=Nτ.
The sets I1 and I2. Let L={p∈[n]:p<i} and G={q∈[n]:σ(q)<j}; then i∈/L, and i∈/G as σ(i)=j. The elements of I1 are the pairs (p,i) with p∈L and j=σ(i)<σ(p). For p∈L, p=i, so σ(p)=j, and j<σ(p) if and only if p∈/G. Hence I1=(L∖G)×{i}. Likewise, the elements of I2 are the pairs (i,q) with q∈G and i<q; for q∈G, q=i, so i<q if and only if q∈/L. Hence I2={i}×(G∖L). By (N2), #I1=#(L∖G) and #I2=#(G∖L).
Counting L and G. As 1≤i, i−1∈N0 and (i−1)+1=i, by The Difference of Two Natural Numbers with Zero §difference, and (i−1)+1 is the successor of i−1 by Natural Numbers Are the Successors in Omega: One Is Least and Not a Successor of a Natural Number, the Successor Is Injective, and N Is Closed under Addition and Multiplication §plus-one; so for p∈N, p<i if and only if p≤i−1, by The Order on Omega Is a Well-Order with Membership as Its Strict Order, and Nothing Lies between n and Its Successor §successor. As i≤n, L=[i−1], and #L=i−1 by (N4). Likewise, for r∈N, r<j if and only if r≤j−1. The restriction σ∣G:G→[n] is injective, and its image is [j−1]: for q∈G, σ(q)<j, so σ(q)∈[j−1]; for r∈[j−1], r<j≤n, and as σ is surjective there is q∈[n] with σ(q)=r<j, that is q∈G. By (N3) and (N4), #G=j−1.
Parity. L=(L∖G)∪(L∩G) and G=(G∖L)∪(L∩G), both unions disjoint. With a=#(L∩G), (N1) gives #(L∖G)+a=i−1 and #(G∖L)+a=j−1, so #I1+(a+1)=i and #I2+(a+1)=j. With (1) and #I0=Nτ, in N0,
Nσ+(a+1)+(a+1)=Nτ+(#I1+(a+1))+(#I2+(a+1))=Nτ+(i+j).
Write e=−1∈R. By Powers in a Commutative Ring, a Field and an Ordered Field: Exponent Laws, Factorisation, Geometric Sums, Monotonicity and Bernoulli's Inequality §exponents, eNσea+1ea+1=eNτei+j. By Powers in a Commutative Ring, a Field and an Ordered Field: Exponent Laws, Factorisation, Geometric Sums, Monotonicity and Bernoulli's Inequality §product, ea+1ea+1=(ee)a+1=1a+1=1, as ee=1. Hence eNσ=ei+jeNτ, that is, sgn(Φi(j,τ))=(−1)i+jsgn(τ) by Sign of a Permutation §sign, applied with n and with m.