[proofplan]
We construct the connecting homomorphism $\delta$ by lifting an element of $\ker\gamma$ to $B_1$, applying $\beta$, and then using exactness of the bottom row to descend uniquely to $A_0$ modulo $\operatorname{im}\alpha$. After proving that this construction is independent of choices and is $R$-linear, we verify exactness at each term. The first and last exactness statements come directly from injectivity of $i_1$ and surjectivity of $p_0$; the middle exactness statements are precisely the compatibility conditions in the commutative diagram.
[/proofplan]
[step:Define the induced maps on kernels and cokernels]
The restrictions
\begin{align*}
i_1|_{\ker\alpha}: \ker\alpha &\longrightarrow \ker\beta, \\
a_1 &\longmapsto i_1(a_1),
\end{align*}
and
\begin{align*}
p_1|_{\ker\beta}: \ker\beta &\longrightarrow \ker\gamma, \\
b_1 &\longmapsto p_1(b_1),
\end{align*}
are well-defined. Indeed, if $a_1 \in \ker\alpha$, then
\begin{align*}
\beta(i_1(a_1)) = i_0(\alpha(a_1)) = i_0(0) = 0,
\end{align*}
so $i_1(a_1) \in \ker\beta$. If $b_1 \in \ker\beta$, then
\begin{align*}
\gamma(p_1(b_1)) = p_0(\beta(b_1)) = p_0(0) = 0,
\end{align*}
so $p_1(b_1) \in \ker\gamma$.
Define
\begin{align*}
\overline{i}_0: \operatorname{coker}\alpha &\longrightarrow \operatorname{coker}\beta, \\
a_0+\operatorname{im}\alpha &\longmapsto i_0(a_0)+\operatorname{im}\beta,
\end{align*}
and
\begin{align*}
\overline{p}_0: \operatorname{coker}\beta &\longrightarrow \operatorname{coker}\gamma, \\
b_0+\operatorname{im}\beta &\longmapsto p_0(b_0)+\operatorname{im}\gamma.
\end{align*}
These maps are well-defined. If $a_0-a_0'=\alpha(a_1)$ for some $a_1\in A_1$, then
\begin{align*}
i_0(a_0)-i_0(a_0') = i_0(\alpha(a_1)) = \beta(i_1(a_1)) \in \operatorname{im}\beta.
\end{align*}
If $b_0-b_0'=\beta(b_1)$ for some $b_1\in B_1$, then
\begin{align*}
p_0(b_0)-p_0(b_0') = p_0(\beta(b_1)) = \gamma(p_1(b_1)) \in \operatorname{im}\gamma.
\end{align*}
Thus both maps descend to cokernels. They are $R$-linear because $i_0$ and $p_0$ are $R$-linear.
[/step]
[step:Construct the connecting homomorphism by lifting and descending]
Let $c_1 \in \ker\gamma$. Since $p_1: B_1 \to C_1$ is surjective, choose $b_1 \in B_1$ such that $p_1(b_1)=c_1$. Then
\begin{align*}
p_0(\beta(b_1)) = \gamma(p_1(b_1)) = \gamma(c_1)=0.
\end{align*}
Hence $\beta(b_1)\in\ker p_0$. Exactness of the bottom row gives $\ker p_0=\operatorname{im}i_0$, so there exists $a_0\in A_0$ such that
\begin{align*}
i_0(a_0)=\beta(b_1).
\end{align*}
Define
\begin{align*}
\delta: \ker\gamma &\longrightarrow \operatorname{coker}\alpha, \\
c_1 &\longmapsto a_0+\operatorname{im}\alpha.
\end{align*}
We prove that this definition is independent of the chosen lift $b_1$ and the chosen element $a_0$. The element $a_0$ is unique for a fixed $b_1$ because $i_0$ is injective. If $b_1'\in B_1$ is another lift of $c_1$, then $p_1(b_1-b_1')=0$, so exactness of the top row gives $b_1-b_1'\in\operatorname{im}i_1$. Choose $a_1\in A_1$ such that
\begin{align*}
i_1(a_1)=b_1-b_1'.
\end{align*}
If $a_0,a_0'\in A_0$ satisfy
\begin{align*}
i_0(a_0)=\beta(b_1), \qquad i_0(a_0')=\beta(b_1'),
\end{align*}
then
\begin{align*}
i_0(a_0-a_0')
&= \beta(b_1)-\beta(b_1') \\
&= \beta(b_1-b_1') \\
&= \beta(i_1(a_1)) \\
&= i_0(\alpha(a_1)).
\end{align*}
Since $i_0$ is injective,
\begin{align*}
a_0-a_0'=\alpha(a_1)\in\operatorname{im}\alpha.
\end{align*}
Thus $a_0+\operatorname{im}\alpha=a_0'+\operatorname{im}\alpha$, so $\delta$ is well-defined.
Finally, $\delta$ is $R$-linear. For $c_1,c_1'\in\ker\gamma$ and $r\in R$, choose lifts $b_1,b_1'\in B_1$ with $p_1(b_1)=c_1$ and $p_1(b_1')=c_1'$. Choose $a_0,a_0'\in A_0$ with $i_0(a_0)=\beta(b_1)$ and $i_0(a_0')=\beta(b_1')$. Then $b_1+b_1'$ lifts $c_1+c_1'$ and $r b_1$ lifts $r c_1$, while
\begin{align*}
i_0(a_0+a_0') &= \beta(b_1+b_1'), \\
i_0(r a_0) &= \beta(r b_1).
\end{align*}
Therefore
\begin{align*}
\delta(c_1+c_1') &= \delta(c_1)+\delta(c_1'), \\
\delta(r c_1) &= r\delta(c_1).
\end{align*}
[/step]
[step:Prove exactness at $\ker\alpha$ and $\ker\beta$]
The map $0\to\ker\alpha$ is injective by definition. Since $i_1$ is injective, its restriction $i_1|_{\ker\alpha}: \ker\alpha\to\ker\beta$ is injective, so the sequence is exact at $\ker\alpha$.
Next we prove exactness at $\ker\beta$. Since $p_1\circ i_1=0$ by exactness of the top row, we have
\begin{align*}
\operatorname{im}(i_1|_{\ker\alpha})\subseteq \ker(p_1|_{\ker\beta}).
\end{align*}
Conversely, let $b_1\in\ker\beta$ satisfy $p_1(b_1)=0$. Exactness of the top row gives $b_1\in\operatorname{im}i_1$, so choose $a_1\in A_1$ with $i_1(a_1)=b_1$. Then
\begin{align*}
i_0(\alpha(a_1))=\beta(i_1(a_1))=\beta(b_1)=0.
\end{align*}
Since $i_0$ is injective, $\alpha(a_1)=0$, so $a_1\in\ker\alpha$. Hence $b_1=i_1(a_1)$ lies in $\operatorname{im}(i_1|_{\ker\alpha})$. Therefore
\begin{align*}
\operatorname{im}(i_1|_{\ker\alpha})=\ker(p_1|_{\ker\beta}).
\end{align*}
[/step]
[step:Prove exactness at $\ker\gamma$]
First let $b_1\in\ker\beta$. Then $p_1(b_1)\in\ker\gamma$, and in the construction of $\delta(p_1(b_1))$ we may choose the lift $b_1$ itself. Since $\beta(b_1)=0=i_0(0)$, the descended element is $0\in A_0$. Hence
\begin{align*}
\delta(p_1(b_1))=0+\operatorname{im}\alpha,
\end{align*}
so
\begin{align*}
\operatorname{im}(p_1|_{\ker\beta})\subseteq \ker\delta.
\end{align*}
Conversely, let $c_1\in\ker\gamma$ satisfy $\delta(c_1)=0$. Choose $b_1\in B_1$ with $p_1(b_1)=c_1$, and choose $a_0\in A_0$ with $i_0(a_0)=\beta(b_1)$. The equality $\delta(c_1)=0$ in $\operatorname{coker}\alpha$ means $a_0\in\operatorname{im}\alpha$, so choose $a_1\in A_1$ with $\alpha(a_1)=a_0$. Define
\begin{align*}
b_1' := b_1-i_1(a_1)\in B_1.
\end{align*}
Then
\begin{align*}
\beta(b_1')
&= \beta(b_1)-\beta(i_1(a_1)) \\
&= i_0(a_0)-i_0(\alpha(a_1)) \\
&= 0,
\end{align*}
so $b_1'\in\ker\beta$. Also
\begin{align*}
p_1(b_1')=p_1(b_1)-p_1(i_1(a_1))=c_1-0=c_1.
\end{align*}
Thus $c_1\in\operatorname{im}(p_1|_{\ker\beta})$. Therefore
\begin{align*}
\operatorname{im}(p_1|_{\ker\beta})=\ker\delta.
\end{align*}
[/step]
[step:Prove exactness at $\operatorname{coker}\alpha$]
Let $c_1\in\ker\gamma$, and write $\delta(c_1)=a_0+\operatorname{im}\alpha$. By construction, there exists $b_1\in B_1$ such that
\begin{align*}
p_1(b_1)=c_1, \qquad i_0(a_0)=\beta(b_1).
\end{align*}
Therefore
\begin{align*}
\overline{i}_0(\delta(c_1))
= i_0(a_0)+\operatorname{im}\beta
= \beta(b_1)+\operatorname{im}\beta
= 0
\end{align*}
in $\operatorname{coker}\beta$. Hence
\begin{align*}
\operatorname{im}\delta\subseteq\ker\overline{i}_0.
\end{align*}
Conversely, let $a_0+\operatorname{im}\alpha\in\ker\overline{i}_0$. Then
\begin{align*}
i_0(a_0)+\operatorname{im}\beta=0
\end{align*}
in $\operatorname{coker}\beta$, so choose $b_1\in B_1$ such that
\begin{align*}
\beta(b_1)=i_0(a_0).
\end{align*}
Define $c_1:=p_1(b_1)\in C_1$. Then
\begin{align*}
\gamma(c_1)=\gamma(p_1(b_1))=p_0(\beta(b_1))=p_0(i_0(a_0))=0,
\end{align*}
because $p_0\circ i_0=0$ by exactness of the bottom row. Thus $c_1\in\ker\gamma$. In the construction of $\delta(c_1)$, using the lift $b_1$ gives the descended element $a_0$, so
\begin{align*}
\delta(c_1)=a_0+\operatorname{im}\alpha.
\end{align*}
Therefore
\begin{align*}
\ker\overline{i}_0\subseteq\operatorname{im}\delta.
\end{align*}
Thus
\begin{align*}
\operatorname{im}\delta=\ker\overline{i}_0.
\end{align*}
[/step]
[step:Prove exactness at $\operatorname{coker}\beta$ and $\operatorname{coker}\gamma$]
First,
\begin{align*}
\overline{p}_0(\overline{i}_0(a_0+\operatorname{im}\alpha))
= \overline{p}_0(i_0(a_0)+\operatorname{im}\beta)
= p_0(i_0(a_0))+\operatorname{im}\gamma
= 0
\end{align*}
for every $a_0\in A_0$, so
\begin{align*}
\operatorname{im}\overline{i}_0\subseteq\ker\overline{p}_0.
\end{align*}
Conversely, let $b_0+\operatorname{im}\beta\in\ker\overline{p}_0$. Then
\begin{align*}
p_0(b_0)+\operatorname{im}\gamma=0
\end{align*}
in $\operatorname{coker}\gamma$, so choose $c_1\in C_1$ such that
\begin{align*}
\gamma(c_1)=p_0(b_0).
\end{align*}
Since $p_1$ is surjective, choose $b_1\in B_1$ with $p_1(b_1)=c_1$. Then
\begin{align*}
p_0(b_0-\beta(b_1))
= p_0(b_0)-p_0(\beta(b_1))
= \gamma(c_1)-\gamma(p_1(b_1))
= 0.
\end{align*}
Hence $b_0-\beta(b_1)\in\ker p_0=\operatorname{im}i_0$. Choose $a_0\in A_0$ such that
\begin{align*}
i_0(a_0)=b_0-\beta(b_1).
\end{align*}
Then
\begin{align*}
b_0+\operatorname{im}\beta
= i_0(a_0)+\operatorname{im}\beta
= \overline{i}_0(a_0+\operatorname{im}\alpha).
\end{align*}
Thus
\begin{align*}
\ker\overline{p}_0\subseteq\operatorname{im}\overline{i}_0,
\end{align*}
and therefore
\begin{align*}
\operatorname{im}\overline{i}_0=\ker\overline{p}_0.
\end{align*}
Finally, $\overline{p}_0$ is surjective. Let $c_0+\operatorname{im}\gamma\in\operatorname{coker}\gamma$. Since $p_0$ is surjective, choose $b_0\in B_0$ such that $p_0(b_0)=c_0$. Then
\begin{align*}
\overline{p}_0(b_0+\operatorname{im}\beta)=c_0+\operatorname{im}\gamma.
\end{align*}
So the map $\operatorname{coker}\beta\to\operatorname{coker}\gamma$ is surjective, which is exactness at $\operatorname{coker}\gamma$ and at the terminal $0$. Combining the preceding steps proves exactness of the entire sequence.
[/step]