[step:Assume the inductive hypothesis and define the maximum-first order $<_*$ on $\omega_\alpha \times \omega_\alpha$]Now fix $\alpha > 0$ and assume inductively:
\begin{align*}
\text{for every } \alpha' < \alpha, \quad \omega_{\alpha'} \times \omega_{\alpha'} \leftrightarrow \omega_{\alpha'}.
\end{align*}
Define the binary relation $<_*$ on $\omega_\alpha \times \omega_\alpha$ by
\begin{align*}
(x, y) <_* (x', y') \iff \begin{cases} \max(x, y) < \max(x', y'), & \text{or} \\ \max(x, y) = \max(x', y') \text{ and } (x, y) <_{\mathrm{lex}} (x', y'), \end{cases}
\end{align*}
where $<_{\mathrm{lex}}$ is the lexicographic order on $\omega_\alpha \times \omega_\alpha$ (say, with the second coordinate dominant: $(x, y) <_{\mathrm{lex}} (x', y') \iff y < y'$, or $y = y'$ and $x < x'$).
We claim $<_*$ is a well-ordering of $\omega_\alpha \times \omega_\alpha$.
[claim:TheMaxFirstOrderIsAWellOrder]
$(\omega_\alpha \times \omega_\alpha, <_*)$ is a well-ordered set.
[/claim]
[proof]
**Linearity.** Given any two distinct pairs $(x, y)$ and $(x', y')$, either $\max(x, y) \ne \max(x', y')$ — in which case trichotomy on the ordinals gives one strictly below the other — or $\max(x, y) = \max(x', y')$, in which case the distinct pairs differ lexicographically, and $<_{\mathrm{lex}}$ is a linear order.
**Well-foundedness.** Let $S \subseteq \omega_\alpha \times \omega_\alpha$ be non-empty. Let
\begin{align*}
M := \min\{\max(x, y) : (x, y) \in S\},
\end{align*}
which exists since $\{\max(x, y) : (x, y) \in S\}$ is a non-empty set of ordinals. The subset $S_M := \{(x, y) \in S : \max(x, y) = M\}$ is non-empty. Within $S_M$, the $y$-coordinates form a non-empty set of ordinals, hence have a minimum $y_*$. The subset $\{(x, y) \in S_M : y = y_*\}$ is non-empty, and among its elements we pick the one with minimum $x$-coordinate, call it $(x_*, y_*)$. This is the $<_*$-minimum of $S$: any other $(x, y) \in S$ either has $\max(x, y) > M$ (so $(x_*, y_*) <_* (x, y)$), or $\max(x, y) = M$ and $y > y_*$ (so again $(x_*, y_*) <_{\mathrm{lex}} (x, y)$), or $y = y_*$ and $x > x_*$ (same).
[/proof][/step]