[step:Show that each comma category $(c \downarrow G)$ is complete]
Fix an object $c \in \mathcal C$. Let $\mathcal A_c := (c \downarrow G)$ denote the comma category whose objects are pairs $(d,\alpha)$, where $d \in \mathcal D$ and $\alpha: c \to Gd$ is a morphism in $\mathcal C$, and whose morphisms
\begin{align*}
u: (d,\alpha) \to (d',\alpha')
\end{align*}
are morphisms $u: d \to d'$ in $\mathcal D$ satisfying
\begin{align*}
G(u) \circ \alpha = \alpha'.
\end{align*}
Let $J$ be a small category, and let
\begin{align*}
F: J \to \mathcal A_c
\end{align*}
be a diagram. Write
\begin{align*}
F(j) = (d_j,\alpha_j)
\end{align*}
for each object $j \in J$, and write $u_a: d_j \to d_k$ for the morphism in $\mathcal D$ underlying $F(a)$ whenever $a: j \to k$ is a morphism in $J$. Since $\mathcal D$ is complete, the diagram
\begin{align*}
D: J \to \mathcal D, \qquad j \mapsto d_j
\end{align*}
has a limit. Let $d \in \mathcal D$ be this limit, with projection morphisms
\begin{align*}
\pi_j: d \to d_j
\end{align*}
for $j \in J$.
Because $G$ preserves small limits, the cone
\begin{align*}
G(\pi_j): Gd \to Gd_j
\end{align*}
is a limit cone for the diagram $G \circ D: J \to \mathcal C$. The morphisms $\alpha_j: c \to Gd_j$ form a cone from $c$ to $G \circ D$, since for every morphism $a: j \to k$ in $J$,
\begin{align*}
G(u_a) \circ \alpha_j = \alpha_k
\end{align*}
by the definition of morphisms in $\mathcal A_c$. Therefore the universal property of the limit $Gd$ gives a unique morphism
\begin{align*}
\alpha: c \to Gd
\end{align*}
such that
\begin{align*}
G(\pi_j) \circ \alpha = \alpha_j
\end{align*}
for every $j \in J$.
The pair $(d,\alpha)$, together with the morphisms
\begin{align*}
\pi_j: (d,\alpha) \to (d_j,\alpha_j),
\end{align*}
is a cone in $\mathcal A_c$. To verify its universal property, let $(e,\beta)$ be any object of $\mathcal A_c$ equipped with a cone
\begin{align*}
\rho_j: (e,\beta) \to (d_j,\alpha_j)
\end{align*}
over $F$. The underlying morphisms $\rho_j: e \to d_j$ form a cone over $D$, so there is a unique morphism $\rho: e \to d$ in $\mathcal D$ satisfying
\begin{align*}
\pi_j \circ \rho = \rho_j
\end{align*}
for every $j \in J$. Applying $G$ and composing with $\beta$ gives
\begin{align*}
G(\pi_j) \circ G(\rho) \circ \beta
= G(\rho_j) \circ \beta
= \alpha_j
= G(\pi_j) \circ \alpha
\end{align*}
for every $j \in J$. Since the cone $(G(\pi_j))_{j \in J}$ is limiting, it is jointly monic, and hence
\begin{align*}
G(\rho) \circ \beta = \alpha.
\end{align*}
Thus $\rho$ is a morphism $(e,\beta) \to (d,\alpha)$ in $\mathcal A_c$, and its uniqueness follows from uniqueness in $\mathcal D$. Hence $\mathcal A_c$ is complete.
[/step]