[step:Combine the asymptotics to conclude divergence]From Steps 1, 2, and 3, as $s \to 1^+$ (real):
\begin{align*}
\varphi(q) \sum_{p \equiv a \pmod q} p^{-s} &= \sum_{i = 1}^{\varphi(q)} \overline{\chi_i(a)} \sum_p \chi_i(p) p^{-s} \\
&= \sum_{i = 1}^{\varphi(q)} \overline{\chi_i(a)} \bigl(\log L(\chi_i, s) + O(1)\bigr) \\
&= \overline{\chi_1(a)} \log L(\chi_1, s) + \sum_{i = 2}^{\varphi(q)} \overline{\chi_i(a)} \log L(\chi_i, s) + O(1).
\end{align*}
For $i = 1$: $\chi_1(a) = 1$ (since $\gcd(a, q) = 1$), so $\overline{\chi_1(a)} = 1$, and by Step 3, $\log L(\chi_1, s) \to +\infty$.
For $i \geq 2$: each $\log L(\chi_i, s) = O(1)$ by Step 3, and $|\overline{\chi_i(a)}| \leq 1$, so each term is $O(1)$.
Summing the bounded contributions gives
\begin{align*}
\varphi(q) \sum_{p \equiv a \pmod q} p^{-s} &= \log L(\chi_1, s) + O(1) \to +\infty \qquad \text{as } s \to 1^+.
\end{align*}
In particular, $\sum_{p \equiv a \pmod q} p^{-s} \to +\infty$ as $s \to 1^+$.
Now suppose for contradiction that the arithmetic progression $\{a, a + q, a + 2q, \ldots\}$ contains only finitely many primes $p_1, \ldots, p_N$. Then $\sum_{p \equiv a \pmod q} p^{-s} = \sum_{k = 1}^N p_k^{-s}$, a finite sum of continuous functions. At $s = 1$:
\begin{align*}
\lim_{s \to 1^+} \sum_{k = 1}^N p_k^{-s} &= \sum_{k = 1}^N p_k^{-1} < \infty,
\end{align*}
contradicting the divergence to $+\infty$.
Therefore the progression $\{a, a + q, a + 2q, \ldots\}$ contains infinitely many primes.[/step]