[guided]A derivation of $\mathfrak h$ is an $\mathbb F$-linear map $D:\mathfrak h \to \mathfrak h$ satisfying the Leibniz rule
\begin{align*}
D([h_1,h_2]_{\mathfrak h})
=
[D(h_1),h_2]_{\mathfrak h}
+
[h_1,D(h_2)]_{\mathfrak h}
\end{align*}
for all $h_1,h_2 \in \mathfrak h$. We already proved that $\rho(k)$ is linear, so it remains to prove this identity for $D=\rho(k)$.
Fix $k \in \mathfrak k$ and $h_1,h_2 \in \mathfrak h$. Since $\iota$ is a Lie algebra homomorphism,
\begin{align*}
\iota([h_1,h_2]_{\mathfrak h})
=
[\iota(h_1),\iota(h_2)]_{\mathfrak g}.
\end{align*}
Therefore, by the definition of $\rho(k)$,
\begin{align*}
\iota(\rho(k)([h_1,h_2]_{\mathfrak h}))
&= [s(k),\iota([h_1,h_2]_{\mathfrak h})]_{\mathfrak g} \\
&= [s(k),[\iota(h_1),\iota(h_2)]_{\mathfrak g}]_{\mathfrak g}.
\end{align*}
Now apply the Jacobi identity in the form that says the adjoint map $[a,\cdot]$ acts as a derivation:
\begin{align*}
[a,[b,c]]=[[a,b],c]+[b,[a,c]].
\end{align*}
Here we take $a=s(k)$, $b=\iota(h_1)$, and $c=\iota(h_2)$. This gives
\begin{align*}
[s(k),[\iota(h_1),\iota(h_2)]_{\mathfrak g}]_{\mathfrak g}
&= [[s(k),\iota(h_1)]_{\mathfrak g},\iota(h_2)]_{\mathfrak g}
+ [\iota(h_1),[s(k),\iota(h_2)]_{\mathfrak g}]_{\mathfrak g}.
\end{align*}
By definition of $\rho(k)$,
\begin{align*}
[s(k),\iota(h_i)]_{\mathfrak g}=\iota(\rho(k)(h_i))
\end{align*}
for $i \in \{1,2\}$. Substituting this into the previous identity and using that $\iota$ preserves brackets, we obtain
\begin{align*}
\iota(\rho(k)([h_1,h_2]_{\mathfrak h}))
&= [\iota(\rho(k)(h_1)),\iota(h_2)]_{\mathfrak g}
+ [\iota(h_1),\iota(\rho(k)(h_2))]_{\mathfrak g} \\
&= \iota([\rho(k)(h_1),h_2]_{\mathfrak h})
+ \iota([h_1,\rho(k)(h_2)]_{\mathfrak h}) \\
&= \iota([\rho(k)(h_1),h_2]_{\mathfrak h}
+ [h_1,\rho(k)(h_2)]_{\mathfrak h}).
\end{align*}
Injectivity of $\iota$ lets us cancel $\iota$ from both sides, so
\begin{align*}
\rho(k)([h_1,h_2]_{\mathfrak h})
=
[\rho(k)(h_1),h_2]_{\mathfrak h}
+
[h_1,\rho(k)(h_2)]_{\mathfrak h}.
\end{align*}
Thus $\rho(k)$ is a derivation.[/guided]