[step:Show $S$ is open in $I$]Fix $s \in S$ with $s < 1$ (the case $s = 1$ is handled automatically by the claim $1 \in S$ below). Let $\tilde\gamma_s: [0, s] \to \tilde X$ be a lift as in the definition of $S$. We will extend $\tilde\gamma_s$ to a lift on $[0, s + \varepsilon]$ for some $\varepsilon > 0$, which shows the interval $[0, s + \varepsilon) \cap I$ is contained in $S$ — witnessing openness of $S$ at $s$.
Choose an evenly covered open neighbourhood $U$ of $\gamma(s)$ in $X$ with $p^{-1}(U) = \coprod_\alpha U_\alpha$. Let $\tilde\gamma_s(s) \in U_\beta$ (exactly one $\beta$ by disjointness of sheets), and write
\begin{align*}
q := p|_{U_\beta}: U_\beta \to U,
\end{align*}
a homeomorphism.
By continuity of $\gamma: I \to X$ at $s$, the preimage $\gamma^{-1}(U) \subseteq I$ is open and contains $s$, so it contains an open sub-interval $(s - \delta, s + \delta) \cap I$ for some $\delta > 0$. Choose any $0 < \varepsilon < \delta$ with $s + \varepsilon \le 1$, and set
\begin{align*}
J := [0, s + \varepsilon] \subseteq I.
\end{align*}
Then $\gamma(J \cap [s, s + \varepsilon]) = \gamma([s, s + \varepsilon]) \subseteq U$ by the continuity bound. Define the extension
\begin{align*}
\tilde\gamma_{s+\varepsilon}: J &\to \tilde X \\
t &\mapsto \begin{cases} \tilde\gamma_s(t) & t \in [0, s], \\ q^{-1}(\gamma(t)) & t \in [s, s + \varepsilon]. \end{cases}
\end{align*}
We verify the four conditions that this is a valid member of $S$.
*Well-defined at $t = s$.* Both pieces give $q^{-1}(\gamma(s)) = \tilde\gamma_s(s)$: the top piece gives $\tilde\gamma_s(s)$ directly; the bottom piece gives $q^{-1}(\gamma(s))$, and since $q(\tilde\gamma_s(s)) = p(\tilde\gamma_s(s)) = \gamma(s)$ with $\tilde\gamma_s(s) \in U_\beta$, injectivity of $q$ gives $q^{-1}(\gamma(s)) = \tilde\gamma_s(s)$.
*Continuity.* Both pieces are continuous (the first by hypothesis; the second is the composition of continuous maps $\gamma$ and $q^{-1}$), and they agree at the common point $s$ of the closed sets $[0, s]$ and $[s, s + \varepsilon]$ that cover $J$. The [pasting lemma](/theorems/???) — stating that a map defined on a finite closed cover is continuous iff its restriction to each piece is — therefore applies (the two closed sets $[0, s]$ and $[s, s + \varepsilon]$ cover $J$; both restrictions are continuous; they agree on $[0, s] \cap [s, s + \varepsilon] = \{s\}$), and the resulting map is continuous on $J$.
*Initial condition.* $\tilde\gamma_{s+\varepsilon}(0) = \tilde\gamma_s(0) = \tilde x_0$ by the first piece.
*Lift property.* For $t \in [0, s]$, $p(\tilde\gamma_{s+\varepsilon}(t)) = p(\tilde\gamma_s(t)) = \gamma(t)$ by hypothesis on $\tilde\gamma_s$. For $t \in [s, s + \varepsilon]$, $p(\tilde\gamma_{s+\varepsilon}(t)) = p(q^{-1}(\gamma(t))) = q(q^{-1}(\gamma(t))) = \gamma(t)$, using $p|_{U_\beta} = q$.
This shows $s + \varepsilon \in S$, and by the same extension $[s, s + \varepsilon] \subseteq S$. Hence $S$ contains an open-in-$I$ neighbourhood of $s$, so $S$ is open at $s$. As $s \in S$ was arbitrary, $S$ is open in $I$.[/step]