[step:Build the finite-dimensional string module preserved by the $\alpha$-operators]For each root $\gamma \in \Phi$, define the root space
\begin{align*}
\mathfrak g_\gamma := \{x \in \mathfrak g : [h,x] = \gamma(h)x \text{ for every } h \in \mathfrak h\}.
\end{align*}
Choose nonzero elements $e_\alpha \in \mathfrak g_\alpha$ and $f_\alpha \in \mathfrak g_{-\alpha}$ normalized so that
\begin{align*}
[e_\alpha,f_\alpha]=\alpha^\vee.
\end{align*}
Define the finite-dimensional complex vector space
\begin{align*}
M := \bigoplus_{n=-p}^{q} \mathfrak g_{\beta+n\alpha}.
\end{align*}
We claim that $M$ is preserved by the three endomorphisms
\begin{align*}
E:M &\to M, & E(x)&:=[e_\alpha,x],\\
F:M &\to M, & F(x)&:=[f_\alpha,x],\\
H:M &\to M, & H(x)&:=[\alpha^\vee,x].
\end{align*}
Indeed, for $x \in \mathfrak g_{\beta+n\alpha}$ and $h \in \mathfrak h$, the Jacobi identity gives
\begin{align*}
[h,[e_\alpha,x]]
&= [[h,e_\alpha],x]+[e_\alpha,[h,x]]\\
&= \alpha(h)[e_\alpha,x]+(\beta+n\alpha)(h)[e_\alpha,x]\\
&= (\beta+(n+1)\alpha)(h)[e_\alpha,x].
\end{align*}
Thus $[e_\alpha,x]$ lies in $\mathfrak g_{\beta+(n+1)\alpha}$ if $\beta+(n+1)\alpha \in \Phi$, and is $0$ otherwise. Since the string has no roots beyond $\beta+q\alpha$, this shows $E(M)\subset M$. The same calculation with $f_\alpha \in \mathfrak g_{-\alpha}$ gives $F(M)\subset M$. Finally, since $\alpha^\vee \in \mathfrak h$, each root space $\mathfrak g_{\beta+n\alpha}$ is preserved by $H$, so $H(M)\subset M$.[/step]