[step:Show that $\theta_m$ commutes with the isotropy action, so its eigenspaces are $H$-invariant]For each $h \in H$ the isometry $h: M \to M$ fixes $m$, so its differential $dh_m: T_mM \to T_mM$ is a linear isometry of $(T_mM, g_m)$. Since $h$ is an isometry of $(M, g)$, it preserves the Levi-Civita connection and hence the Riemann curvature tensor $R$; by contraction it preserves the Ricci tensor:
\begin{align*}
\mathrm{Ric}_m(dh_m(v), dh_m(w)) = \mathrm{Ric}_{h(m)}(dh_m(v), dh_m(w)) = \mathrm{Ric}_m(v, w)
\end{align*}
for all $v, w \in T_mM$, where the second equality uses $h(m) = m$ (so $\mathrm{Ric}_{h(m)} = \mathrm{Ric}_m$) and the isometry invariance of $\mathrm{Ric}$ under $h$. Equivalently, for all $v, w \in T_mM$,
\begin{align*}
g_m(\theta_m(dh_m(v)), dh_m(w)) = \mathrm{Ric}_m(dh_m(v), dh_m(w)) = \mathrm{Ric}_m(v, w) = g_m(\theta_m(v), w).
\end{align*}
Using that $dh_m$ is a $g_m$-isometry, the left-hand side equals $g_m((dh_m)^{-1} \theta_m\, dh_m(v), w)$. Non-degeneracy of $g_m$ gives $(dh_m)^{-1} \theta_m\, dh_m = \theta_m$, i.e.,
\begin{align*}
\theta_m \circ dh_m = dh_m \circ \theta_m \qquad \text{for all } h \in H.
\end{align*}
Now let $E_\lambda \subseteq T_mM$ be an eigenspace of $\theta_m$ with eigenvalue $\lambda \in \mathbb{R}$. For any $v \in E_\lambda$ and any $h \in H$,
\begin{align*}
\theta_m(dh_m(v)) = dh_m(\theta_m(v)) = dh_m(\lambda v) = \lambda\, dh_m(v),
\end{align*}
so $dh_m(v) \in E_\lambda$. Hence every eigenspace $E_\lambda$ is $H$-invariant.[/step]