[step:Compare the log-ODE solution to the Euler step on the auxiliary ODE]Consider the auxiliary bounded-variation driving signal $t : [0,1] \to \mathbb{R}$, $r \mapsto r$, with canonical rough lift. Apply the level-$\lfloor\gamma\rfloor$ Euler scheme $\mathcal{E}^{\lfloor\gamma\rfloor}_{0,1}$ to the ODE
\begin{align*}
\dot{u}(r) = F^{\lfloor\gamma\rfloor}_{s,t}(u(r)), \qquad u(0) = y_s,
\end{align*}
on $[0,1]$. Since the driving path is the identity on $[0,1]$ (a $1$-variation path), the bounded-variation local-error bound applies: there exists $C_1 = C_1(\gamma)$ such that
\begin{align*}
\|\mathcal{L}^{\lfloor\gamma\rfloor}_{s,t}(y_s;\, f,\, x) - \mathcal{E}^{\lfloor\gamma\rfloor}_{0,1}(y_s;\, F^{\lfloor\gamma\rfloor}_{s,t},\, t)\| \leq C_1\,\|F^{\lfloor\gamma\rfloor}_{s,t}\|_{\mathrm{Lip}^\gamma}^\gamma\,\|t\|_{1\text{-var};[0,1]}^\gamma.
\end{align*}
Since $\|t\|_{1\text{-var};[0,1]} = 1$, this simplifies to
\begin{align*}
\|\mathcal{L}^{\lfloor\gamma\rfloor}_{s,t}(y_s;\, f,\, x) - \mathcal{E}^{\lfloor\gamma\rfloor}_{0,1}(y_s;\, F^{\lfloor\gamma\rfloor}_{s,t},\, t)\| \leq C_1\,\|F^{\lfloor\gamma\rfloor}_{s,t}\|_{\mathrm{Lip}^\gamma}^\gamma.
\end{align*}
Combining with Step 1,
\begin{align*}
\|\mathcal{L}^{\lfloor\gamma\rfloor}_{s,t}(y_s;\, f,\, x) - \mathcal{E}^{\lfloor\gamma\rfloor}_{0,1}(y_s;\, F^{\lfloor\gamma\rfloor}_{s,t},\, t)\| \leq C_1\,\big(\|f\|_{\mathrm{Lip}^\gamma}\,\|x\|_{p\text{-var};[s,t]}\big)^\gamma,
\end{align*}
after relabelling $C_1 = C_1(p, \gamma)$ to absorb the $C_0(p,\gamma)^\gamma$ factor from Step 1.[/step]