[proofplan]
We use the universal properties of the two colimit cocones in both directions. The colimit property of $(L,(\lambda_j))$ applied to the cocone $(L',(\lambda'_j))$ gives a unique comparison morphism $\theta: L \to L'$, and the colimit property of $(L',(\lambda'_j))$ applied to $(L,(\lambda_j))$ gives a unique comparison morphism $\psi: L' \to L$. The two composites $\psi \circ \theta$ and $\theta \circ \psi$ are forced to be identity morphisms by the same uniqueness clauses, so $\theta$ is an isomorphism. Finally, the uniqueness of $\theta$ follows directly from the universal property of the first colimit.
[/proofplan]
[step:Construct the comparison morphism from $L$ to $L'$]
Since $(L',(\lambda'_j)_{j \in \operatorname{Ob}(J)})$ is a cocone on $F$ with vertex $L'$, the universal property of the colimit $(L,(\lambda_j)_{j \in \operatorname{Ob}(J)})$ gives a unique morphism
\begin{align*}
\theta: L \to L'
\end{align*}
such that
\begin{align*}
\theta \circ \lambda_j = \lambda'_j
\end{align*}
for every object $j \in \operatorname{Ob}(J)$.
[guided]
The first colimit says that every cocone on $F$ receives a unique morphism from $L$ compatible with the cocone maps. We apply this with the target cocone equal to the second colimit cocone
\begin{align*}
(L',(\lambda'_j)_{j \in \operatorname{Ob}(J)}).
\end{align*}
Because this is a cocone on $F$, the universal property of $(L,(\lambda_j)_{j \in \operatorname{Ob}(J)})$ produces one and only one morphism
\begin{align*}
\theta: L \to L'
\end{align*}
making all structure maps commute:
\begin{align*}
\theta \circ \lambda_j = \lambda'_j
\end{align*}
for every object $j \in \operatorname{Ob}(J)$. This is the candidate isomorphism.
[/guided]
[/step]
[step:Construct the comparison morphism from $L'$ to $L$]
Since $(L,(\lambda_j)_{j \in \operatorname{Ob}(J)})$ is a cocone on $F$ with vertex $L$, the universal property of the colimit $(L',(\lambda'_j)_{j \in \operatorname{Ob}(J)})$ gives a unique morphism
\begin{align*}
\psi: L' \to L
\end{align*}
such that
\begin{align*}
\psi \circ \lambda'_j = \lambda_j
\end{align*}
for every object $j \in \operatorname{Ob}(J)$.
[guided]
Now we use the same idea in the opposite direction. The cocone
\begin{align*}
(L,(\lambda_j)_{j \in \operatorname{Ob}(J)})
\end{align*}
has vertex $L$, and the colimit property of $(L',(\lambda'_j)_{j \in \operatorname{Ob}(J)})$ says that there is a unique morphism from $L'$ to the vertex of any cocone on $F$. Applying that property to this cocone gives a unique morphism
\begin{align*}
\psi: L' \to L
\end{align*}
such that
\begin{align*}
\psi \circ \lambda'_j = \lambda_j
\end{align*}
for every object $j \in \operatorname{Ob}(J)$. This morphism is the candidate inverse to $\theta$.
[/guided]
[/step]
[step:Show that $\psi \circ \theta$ is the identity on $L$]
For each object $j \in \operatorname{Ob}(J)$, associativity of composition in $\mathcal{C}$ gives
\begin{align*}
(\psi \circ \theta) \circ \lambda_j
&= \psi \circ (\theta \circ \lambda_j) \\
&= \psi \circ \lambda'_j \\
&= \lambda_j.
\end{align*}
Also,
\begin{align*}
\operatorname{id}_L \circ \lambda_j = \lambda_j
\end{align*}
for every object $j \in \operatorname{Ob}(J)$. Thus both $\psi \circ \theta: L \to L$ and $\operatorname{id}_L: L \to L$ are mediating morphisms from the colimit cocone $(L,(\lambda_j))$ to the cocone $(L,(\lambda_j))$. By the uniqueness part of the universal property of $(L,(\lambda_j))$,
\begin{align*}
\psi \circ \theta = \operatorname{id}_L.
\end{align*}
[guided]
To prove that $\psi$ is a left inverse of $\theta$, we compare two morphisms from $L$ to $L$: the composite $\psi \circ \theta$ and the identity morphism $\operatorname{id}_L$. The universal property of the colimit $(L,(\lambda_j))$ will identify them if they induce the same cocone maps.
For each object $j \in \operatorname{Ob}(J)$, we compute:
\begin{align*}
(\psi \circ \theta) \circ \lambda_j
&= \psi \circ (\theta \circ \lambda_j) \\
&= \psi \circ \lambda'_j \\
&= \lambda_j.
\end{align*}
The first equality is associativity of composition in $\mathcal{C}$, the second is the defining property of $\theta$, and the third is the defining property of $\psi$. The identity morphism satisfies
\begin{align*}
\operatorname{id}_L \circ \lambda_j = \lambda_j
\end{align*}
for every object $j \in \operatorname{Ob}(J)$. Hence $\psi \circ \theta$ and $\operatorname{id}_L$ are two mediating morphisms from the colimit cocone with vertex $L$ to the same cocone with vertex $L$. The uniqueness clause in the colimit property forces them to be equal:
\begin{align*}
\psi \circ \theta = \operatorname{id}_L.
\end{align*}
[/guided]
[/step]
[step:Show that $\theta \circ \psi$ is the identity on $L'$]
For each object $j \in \operatorname{Ob}(J)$, associativity of composition in $\mathcal{C}$ gives
\begin{align*}
(\theta \circ \psi) \circ \lambda'_j
&= \theta \circ (\psi \circ \lambda'_j) \\
&= \theta \circ \lambda_j \\
&= \lambda'_j.
\end{align*}
Also,
\begin{align*}
\operatorname{id}_{L'} \circ \lambda'_j = \lambda'_j
\end{align*}
for every object $j \in \operatorname{Ob}(J)$. Thus both $\theta \circ \psi: L' \to L'$ and $\operatorname{id}_{L'}: L' \to L'$ are mediating morphisms from the colimit cocone $(L',(\lambda'_j))$ to the cocone $(L',(\lambda'_j))$. By the uniqueness part of the universal property of $(L',(\lambda'_j))$,
\begin{align*}
\theta \circ \psi = \operatorname{id}_{L'}.
\end{align*}
[/step]
[step:Conclude that the comparison morphism is the unique isomorphism]
The equalities
\begin{align*}
\psi \circ \theta = \operatorname{id}_L,
\qquad
\theta \circ \psi = \operatorname{id}_{L'}
\end{align*}
show that $\theta$ is an isomorphism with inverse $\psi$.
It remains to prove uniqueness among isomorphisms satisfying the stated compatibility. Let $\alpha: L \to L'$ be any morphism such that
\begin{align*}
\alpha \circ \lambda_j = \lambda'_j
\end{align*}
for every object $j \in \operatorname{Ob}(J)$. Then $\alpha$ is a mediating morphism from the colimit cocone $(L,(\lambda_j))$ to the cocone $(L',(\lambda'_j))$. The morphism $\theta$ has the same mediating property by construction. By the uniqueness part of the universal property of $(L,(\lambda_j))$,
\begin{align*}
\alpha = \theta.
\end{align*}
Therefore $\theta: L \to L'$ is the unique isomorphism satisfying $\theta \circ \lambda_j = \lambda'_j$ for every object $j \in \operatorname{Ob}(J)$.
[/step]