[step:Substitute the Einstein condition and contract again]Since $(M, g)$ is Einstein, $\mathrm{Ric} = \lambda g$, so at $p$,
\begin{align*}
R_{ij}(p) = \lambda(p)\, \delta_{ij}, \qquad R_{ij;m}(p) = \partial_m \lambda(p)\, \delta_{ij},
\end{align*}
where the second identity uses that $g_{ij;m} = 0$ (metric compatibility) and that at $p$ the covariant derivative of a tensor equals the partial derivative of its components plus Christoffel correction terms, which vanish at $p$.
Now set $i = l$ in $(\ast)$ and sum over $i$:
\begin{align*}
\sum_{i=1}^n\Bigl(-R_{ii;m}(p) + R_{im;i}(p) + \sum_{j=1}^n R_{ijim;j}(p)\Bigr) = 0.
\end{align*}
Term by term, using $R_{ij}(p) = \lambda(p) \delta_{ij}$:
\begin{align*}
\sum_i R_{ii;m}(p) &= \sum_i \partial_m \lambda(p)\, \delta_{ii} = n\, \partial_m \lambda(p), \\
\sum_i R_{im;i}(p) &= \sum_i \partial_i \lambda(p)\, \delta_{im} = \partial_m \lambda(p), \\
\sum_{i,j} R_{ijim;j}(p) &= \sum_j \Bigl(\sum_i R_{ijim}(p)\Bigr)_{;j} = \sum_j R_{jm;j}(p),
\end{align*}
where the last equality uses the definition of the Ricci tensor $R_{jm} = \sum_i R_{ijim}$ (equivalent to the earlier contraction after applying the Riemann symmetries; at $p$, $g^{ii} = 1$ eliminates index raising).
Substituting $R_{jm}(p) = \lambda(p)\delta_{jm}$:
\begin{align*}
\sum_j R_{jm;j}(p) = \sum_j \partial_j \lambda(p)\, \delta_{jm} = \partial_m \lambda(p).
\end{align*}
Assembling,
\begin{align*}
-n\,\partial_m\lambda(p) + \partial_m\lambda(p) + \partial_m\lambda(p) = (2 - n)\,\partial_m\lambda(p) = 0.
\end{align*}[/step]