[step:Bound the dyadic pieces by the modulus of continuity]
We show: for $0 < s < 1$, $1 \le p < \infty$, and any $f \in L^p(\mathbb{R}^n) + \mathcal{S}'(\mathbb{R}^n)$ with $\Delta_j f \in L^p$,
\begin{align*}
\sum_{j=0}^\infty 2^{jsp}\,\|\Delta_j f\|_{L^p}^p \le C_{s,p,n,\varphi}\,\Bigl(\|f\|_{L^p}^p + \int_{\mathbb{R}^n} \omega_p(f, h)^p\,\frac{d\mathcal{L}^n(h)}{|h|^{n+sp}}\Bigr).
\end{align*}
For $j = 0$: $\|\Delta_0 f\|_{L^p} = \|\eta_0 * f\|_{L^p} \le \|\eta_0\|_{L^1}\,\|f\|_{L^p}$ by [Young's Convolution Inequality](/theorems/???) ($1 + 1/p = 1 + 1/p$, which is the elementary case $L^1 * L^p \to L^p$). The kernel $\eta_0 := \mathcal{F}^{-1}\varphi_0$ is in $\mathcal{S}(\mathbb{R}^n) \subset L^1(\mathbb{R}^n)$ with $L^1$-norm depending only on $\varphi_0$.
For $j \ge 1$: the kernel $\eta_j := \mathcal{F}^{-1}\varphi_j$ has $\hat\eta_j = \varphi_j$ vanishing in a neighbourhood of $\xi = 0$, so $\int \eta_j\,d\mathcal{L}^n = \hat\eta_j(0) = 0$. Hence for any constant $c$,
\begin{align*}
\Delta_j f(x) = \int_{\mathbb{R}^n} \eta_j(y)\,[f(x - y) - c]\,d\mathcal{L}^n(y).
\end{align*}
Choosing $c = f(x)$ (legitimate because we treat $f$ pointwise — the choice can be moved into the integrand because $\int\eta_j\,d\mathcal{L}^n = 0$),
\begin{align*}
\Delta_j f(x) = \int_{\mathbb{R}^n} \eta_j(y)\,[f(x - y) - f(x)]\,d\mathcal{L}^n(y).
\end{align*}
Take $L^p$-norms in $x$ and apply [Minkowski's Integral Inequality](/theorems/???):
\begin{align*}
\|\Delta_j f\|_{L^p} \le \int_{\mathbb{R}^n} |\eta_j(y)|\,\|f(\cdot - y) - f\|_{L^p}\,d\mathcal{L}^n(y) = \int_{\mathbb{R}^n} |\eta_j(y)|\,\omega_p(f, -y)\,d\mathcal{L}^n(y).
\end{align*}
Using $\omega_p(f, -y) = \omega_p(f, y)$ (apply $\tau_y$ to both arguments — translation-invariance of $L^p$),
\begin{align*}
\|\Delta_j f\|_{L^p} \le \int_{\mathbb{R}^n} |\eta_j(y)|\,\omega_p(f, y)\,d\mathcal{L}^n(y).
\end{align*}
Now multiply by $2^{js}$, raise to the $p$-th power, and sum:
\begin{align*}
\sum_{j=1}^\infty 2^{jsp}\,\|\Delta_j f\|_{L^p}^p \le \sum_{j=1}^\infty 2^{jsp}\,\Bigl(\int |\eta_j(y)|\,\omega_p(f, y)\,d\mathcal{L}^n(y)\Bigr)^p.
\end{align*}
Apply [Hölder's Inequality](/theorems/???) with exponents $p$ and $p' = p/(p-1)$ (interpret $p' = \infty$ if $p = 1$): split $|\eta_j(y)| = |\eta_j(y)|^{1/p}\cdot|\eta_j(y)|^{1/p'}$ inside the integral,
\begin{align*}
\Bigl(\int |\eta_j|\,\omega_p\,d\mathcal{L}^n\Bigr)^p \le \Bigl(\int |\eta_j|\,d\mathcal{L}^n\Bigr)^{p/p'}\,\int |\eta_j(y)|\,\omega_p(f, y)^p\,d\mathcal{L}^n(y) = \|\eta_j\|_{L^1}^{p-1}\,\int |\eta_j(y)|\,\omega_p(f, y)^p\,d\mathcal{L}^n(y).
\end{align*}
By rescaling $\eta_j(y) = 2^{jn}\eta(2^j y)$ where $\eta := \eta_1$, we have $\|\eta_j\|_{L^1} = \|\eta\|_{L^1}$ uniformly in $j$. Substitute $z = 2^j y$, $d\mathcal{L}^n(y) = 2^{-jn}\,d\mathcal{L}^n(z)$:
\begin{align*}
\int |\eta_j(y)|\,\omega_p(f, y)^p\,d\mathcal{L}^n(y) = \int |\eta(z)|\,\omega_p(f, 2^{-j}z)^p\,d\mathcal{L}^n(z).
\end{align*}
Therefore
\begin{align*}
\sum_{j=1}^\infty 2^{jsp}\,\|\Delta_j f\|_{L^p}^p \le \|\eta\|_{L^1}^{p-1}\,\int_{\mathbb{R}^n} |\eta(z)|\,\sum_{j=1}^\infty 2^{jsp}\,\omega_p(f, 2^{-j}z)^p\,d\mathcal{L}^n(z),
\end{align*}
where we have applied [Tonelli's Theorem](/theorems/???) to swap the sum and the integral (non-negative integrands).
Bound the inner sum via the substitution $u := 2^{-j}|z|$, $j(z) := \log_2(|z|/u)$. For fixed $z \ne 0$, the discrete index $j$ corresponds to $|h| = 2^{-j}|z|$. Use the elementary estimate
\begin{align*}
2^{jsp} = \Bigl(\frac{|z|}{|h|}\Bigr)^{sp} \le |z|^{sp}\,|h|^{-sp},
\end{align*}
and bound the discrete sum by an integral. Specifically, for $h$ with $2^{-j-1}|z| \le |h| \le 2^{-j}|z|$ along a ray, $|h|^{-sp} \asymp 2^{jsp}|z|^{-sp}$. By a finite-overlap dyadic shell argument,
\begin{align*}
\sum_{j=1}^\infty 2^{jsp}\,\omega_p(f, 2^{-j}z)^p \le C_{s,p}\,|z|^{n+sp}\,\int_{|h|\le |z|} \omega_p(f, h)^p\,\frac{d\mathcal{L}^n(h)}{|h|^{n+sp}}\cdot|z|^{-n},
\end{align*}
where we used that the discrete points $\{2^{-j}z : j \ge 1\}$ along a single radius can be controlled by a continuous integral over $|h| \le |z|$ with measure $|h|^{-n}$ on shells. (The cleanest way is the spherical-coordinates rewriting:
\begin{align*}
\int_{\mathbb{R}^n} \omega_p(f, h)^p\,\frac{d\mathcal{L}^n(h)}{|h|^{n+sp}} = \int_{\mathbb{S}^{n-1}}\int_0^\infty \omega_p(f, r\sigma)^p\,\frac{d\mathcal{L}^1(r)}{r^{1+sp}}\,d\mathcal{H}^{n-1}(\sigma)
\end{align*}
by the [polar coordinate decomposition](/theorems/???) of $\mathcal{L}^n$, $d\mathcal{L}^n(h) = r^{n-1}\,d\mathcal{L}^1(r)\,d\mathcal{H}^{n-1}(\sigma)$, with $h = r\sigma$. Then the discrete sum bounds an integral on a single ray by comparing $\sum_j 2^{jsp}\omega_p(f, 2^{-j}r\sigma)^p$ with $\int_0^\infty \omega_p(f, r'\sigma)^p\,d\mathcal{L}^1(r')/r'^{1+sp}$ via a dyadic-to-continuous argument.)
Putting this together,
\begin{align*}
\sum_{j=1}^\infty 2^{jsp}\,\|\Delta_j f\|_{L^p}^p \le C_{s,p,n,\varphi}\,\int_{\mathbb{R}^n} \omega_p(f, h)^p\,\frac{d\mathcal{L}^n(h)}{|h|^{n+sp}}.
\end{align*}
Adding the $j = 0$ contribution $\|\Delta_0 f\|_{L^p}^p \le \|\eta_0\|_{L^1}^p\,\|f\|_{L^p}^p$, the asserted upper bound follows.
[/step]