[step:Translate weak convergence in $W^{1,p}$ to component-wise weak convergence in $L^p$]We prove that $u_{k_j} \rightharpoonup u$ weakly in $W^{1,p}(\Omega)$ is equivalent to:
\begin{align*}
u_{k_j} \rightharpoonup u \quad \text{weakly in } L^p(\Omega), \quad \text{and} \quad \partial_{x_i} u_{k_j} \rightharpoonup \partial_{x_i} u \quad \text{weakly in } L^p(\Omega) \text{ for } i = 1, \dots, n.
\end{align*}
**Direction 1: weak in $W^{1,p}$ implies component-wise weak in $L^p$.** Let $g \in L^{p'}(\Omega)$ where $p' = p/(p-1)$ is the Hölder conjugate of $p$. Define the linear functional
\begin{align*}
F_g: W^{1,p}(\Omega) &\to \mathbb{R} \\
v &\mapsto F_g(v) := \int_\Omega v\, g\, d\mathcal{L}^n.
\end{align*}
By Hölder's inequality with exponents $(p, p')$,
\begin{align*}
|F_g(v)| \le \|v\|_{L^p(\Omega)}\|g\|_{L^{p'}(\Omega)} \le \|v\|_{W^{1,p}(\Omega)}\|g\|_{L^{p'}(\Omega)},
\end{align*}
since $\|v\|_{L^p} \le \|v\|_{W^{1,p}}$ by definition of the $W^{1,p}$ norm. So $F_g \in (W^{1,p}(\Omega))^*$. Weak convergence $u_{k_j} \rightharpoonup u$ in $W^{1,p}$ then gives $F_g(u_{k_j}) \to F_g(u)$, i.e.
\begin{align*}
\int_\Omega u_{k_j}\, g\, d\mathcal{L}^n \to \int_\Omega u\, g\, d\mathcal{L}^n \quad \text{for every } g \in L^{p'}(\Omega).
\end{align*}
This is precisely the statement that $u_{k_j} \rightharpoonup u$ weakly in $L^p(\Omega)$ (using the standard duality $(L^p)^* = L^{p'}$ for $1 < p < \infty$ via the Riesz representation theorem for $L^p$ spaces).
Similarly, fix $i \in \{1, \dots, n\}$ and define
\begin{align*}
G_{g, i}: W^{1,p}(\Omega) &\to \mathbb{R} \\
v &\mapsto G_{g, i}(v) := \int_\Omega \partial_{x_i} v\, g\, d\mathcal{L}^n.
\end{align*}
Hölder again yields $|G_{g, i}(v)| \le \|\partial_{x_i} v\|_{L^p}\|g\|_{L^{p'}} \le \|v\|_{W^{1,p}}\|g\|_{L^{p'}}$, so $G_{g, i} \in (W^{1,p}(\Omega))^*$. Weak convergence in $W^{1,p}$ gives $G_{g,i}(u_{k_j}) \to G_{g,i}(u)$, i.e.
\begin{align*}
\int_\Omega \partial_{x_i} u_{k_j}\, g\, d\mathcal{L}^n \to \int_\Omega \partial_{x_i} u\, g\, d\mathcal{L}^n \quad \text{for every } g \in L^{p'}(\Omega),
\end{align*}
which is $\partial_{x_i} u_{k_j} \rightharpoonup \partial_{x_i} u$ weakly in $L^p(\Omega)$.
**Direction 2 (not needed for this theorem, but recorded for completeness): component-wise weak in $L^p$ implies weak in $W^{1,p}$.** This direction follows by representing every $F \in (W^{1,p}(\Omega))^*$ via the embedding $\iota$: by the Hahn-Banach theorem, every continuous linear functional on a closed subspace of $L^p(\Omega)^{n+1}$ extends to a continuous linear functional on the whole product space, which has dual $(L^p)^{(n+1)\,*} = (L^{p'})^{n+1}$. So every $F \in (W^{1,p})^*$ has the form $F(v) = \int_\Omega v g_0\, d\mathcal{L}^n + \sum_{i=1}^n \int_\Omega \partial_{x_i} v\, g_i\, d\mathcal{L}^n$ for some $(g_0, g_1, \dots, g_n) \in (L^{p'}(\Omega))^{n+1}$. Component-wise weak convergence then yields $F(u_{k_j}) \to F(u)$, hence weak convergence in $W^{1,p}$.[/step]