[step:Verify the execution phase of $M^\star$ simulates $M_i$]
Fix $w \in A_i$. From step $T = T(w)$ onwards, $M^\star$ is in state $q_i$ with register valuation $w$, and the instructions it executes are prescribed by $P_i^\star$ on the domain $(Q_i \setminus \{q_{S,i}\}) \cup \{q_i\}$.
[claim:For every $s \ge 0$ at which $M_i$ has not halted on input $w$, the $(T + s)$-th configuration of $M^\star$ equals the image under $\sigma_i$ of the $s$-th configuration of $M_i$ on input $w$]
By induction on $s$. At $s = 0$, the configuration of $M_i$ is $(q_{S,i}, w)$; its image under $\sigma_i$ (applied to the state component only) is $(\sigma_i(q_{S,i}), w) = (q_i, w)$, which matches the configuration of $M^\star$ at step $T$.
For the inductive step, suppose the $s$-th configuration of $M_i$ is $(q, \rho)$ and the $(T + s)$-th configuration of $M^\star$ is $(\sigma_i(q), \rho)$. By the definition of $P_i^\star$, $P^\star(\sigma_i(q)) = \sigma_i(P_i(q))$; this instruction has the same shape, register parameters, and letter parameters as $P_i(q)$, and its successor states are the $\sigma_i$-images of those of $P_i(q)$. Executing either instruction from valuation $\rho$ produces the same updated valuation $\rho'$ (because register operations and branching tests depend only on the register contents and the letter parameters, both of which coincide), and moves to a successor state which is the $\sigma_i$-image of the successor state $M_i$ would choose. Thus the $(s+1)$-th configuration of $M_i$ is $(q', \rho')$ and the $(T + s + 1)$-th configuration of $M^\star$ is $(\sigma_i(q'), \rho')$, matching under $\sigma_i$ as required.
[/claim]
Because $\sigma_i$ fixes every state of $Q_i$ except $q_{S,i}$ (and the start state is never revisited during the computation of $M_i$ after step $0$ — if $M_i$ ever returned to $q_{S,i}$ we could eliminate this by inserting a pass-through state, yielding a strongly equivalent machine; we assume this normalisation), the image under $\sigma_i$ of the computation of $M_i$ is faithful. When $M_i$ halts at some step $s^\star$ with final valuation $F_i(w) \in \mathbb{W}^{n+1}$ (assuming the partial function is defined at $w$), the $(T + s^\star)$-th configuration of $M^\star$ is $(\sigma_i(q_{H,i}), F_i(w)) = (q_H, F_i(w))$, because $\sigma_i(q_{H,i}) = q_{H,i} = q_H$ (the halt state is fixed by $\sigma_i$ since $q_{H,i} \ne q_{S,i}$ and $\sigma_i$ fixes everything else). Hence $M^\star$ halts with final register contents $F_i(w)$, which is $G(w)$.
[/step]