[step:Combine to get the inequality on Schwartz functions and extend to $W^{2,p}(\mathbb{R}^n)$ by density]
For $u \in \mathcal{S}(\mathbb{R}^n)$, combining the factorisation from Step 4 with the boundedness from Step 3,
\begin{align*}
\|\partial_{x_i}\partial_{x_j} u\|_{L^p(\mathbb{R}^n)} = \|T_{m_{ij}}(\Delta u)\|_{L^p(\mathbb{R}^n)} \le C'_{n,p}\,\|\Delta u\|_{L^p(\mathbb{R}^n)}.
\end{align*}
To extend to $u \in W^{2,p}(\mathbb{R}^n)$, recall that $\mathcal{S}(\mathbb{R}^n) \subset C^\infty_c(\mathbb{R}^n) + \mathcal{S}(\mathbb{R}^n)$ is dense in $W^{2,p}(\mathbb{R}^n)$ for $1 \le p < \infty$ (this is standard; one uses approximation by mollification combined with cutoff functions, valid because $C^\infty_c(\mathbb{R}^n)$ is dense in $W^{k,p}(\mathbb{R}^n)$ for any $k \ge 0$, $1 \le p < \infty$). Choose a sequence $(u_m)_{m \in \mathbb{N}} \subset \mathcal{S}(\mathbb{R}^n)$ with $u_m \to u$ in $W^{2,p}(\mathbb{R}^n)$, that is, $\partial_{x_i}\partial_{x_j} u_m \to \partial_{x_i}\partial_{x_j} u$ in $L^p$ and $\Delta u_m \to \Delta u$ in $L^p$.
Applying the inequality just proved on Schwartz functions to $u_m - u_\ell$ for $m, \ell \in \mathbb{N}$,
\begin{align*}
\|\partial_{x_i}\partial_{x_j} u_m - \partial_{x_i}\partial_{x_j} u_\ell\|_{L^p} \le C'_{n,p}\,\|\Delta u_m - \Delta u_\ell\|_{L^p}.
\end{align*}
The right-hand side tends to zero as $m, \ell \to \infty$, so $(\partial_{x_i}\partial_{x_j} u_m)_{m \in \mathbb{N}}$ is Cauchy in $L^p(\mathbb{R}^n)$ and hence converges; the limit must coincide with $\partial_{x_i}\partial_{x_j} u$ since $u_m \to u$ in $W^{2,p}$. Passing to the limit on both sides of the Schwartz inequality,
\begin{align*}
\|\partial_{x_i}\partial_{x_j} u\|_{L^p(\mathbb{R}^n)} = \lim_{m \to \infty}\|\partial_{x_i}\partial_{x_j} u_m\|_{L^p} \le C'_{n,p}\,\lim_{m \to \infty}\|\Delta u_m\|_{L^p} = C'_{n,p}\,\|\Delta u\|_{L^p(\mathbb{R}^n)}.
\end{align*}
Setting $C_{n,p} := C'_{n,p}$ completes the proof.
[/step]