[step:Take the union of all partial comparisons]
Define
\begin{align*}
F := \bigcup_{f\in\mathcal{C}} f
\end{align*}
as a subset of $A\times B$. By the previous step, $F$ is the graph of a function. Let
\begin{align*}
D &:= \{a\in A : \text{there exists } b\in B \text{ with } (a,b)\in F\},\\
R &:= \{b\in B : \text{there exists } a\in A \text{ with } (a,b)\in F\}.
\end{align*}
Then $D$ is the union of the initial segments $I_f$ with $f\in\mathcal{C}$, and $R$ is the union of the initial segments $J_f$ with $f\in\mathcal{C}$. Hence $D$ is an initial segment of $A$ and $R$ is an initial segment of $B$: for instance, if $a\in D$ and $x<_{A}a$, then $a\in I_f$ for some $f\in\mathcal{C}$, and the initial-segment property of $I_f$ gives $x\in I_f\subset D$; the proof for $R$ is the same with $B$ in place of $A$.
We regard $F$ as the map
\begin{align*}
F: D &\to R.
\end{align*}
It is surjective by the definition of $R$. We shall use the following one-line fact: if $I$ and $K$ are initial segments of a linear order, then $I\subset K$ or $K\subset I$. Indeed, if $I\not\subset K$, choose $x\in I\setminus K$; then every $y\in K$ must satisfy $y<x$, since $x<y$ would force $x\in K$ by the initial-segment property of $K$, and therefore $y\in I$ by the initial-segment property of $I$.
The map $F$ is injective because if $F(a_1)=F(a_2)$, choose $f_1,f_2\in\mathcal{C}$ with $a_1\in I_{f_1}$ and $a_2\in I_{f_2}$. By comparability of initial segments, one of $I_{f_1},I_{f_2}$ contains the other. A member of $\mathcal{C}$ whose domain contains both $a_1$ and $a_2$ then shows $a_1=a_2$ by injectivity of that member.
The same comparability of initial segments shows that if $a_1<_{A}a_2$ in $D$, then a single member of $\mathcal{C}$ contains both points in its domain, and therefore
\begin{align*}
F(a_1)<_{B}F(a_2).
\end{align*}
To verify order preservation of the inverse direction, let $b_1,b_2\in R$ with $b_1<_{B}b_2$. Choose $f_1,f_2\in\mathcal{C}$ and $a_1\in I_{f_1}$, $a_2\in I_{f_2}$ such that $f_1(a_1)=b_1$ and $f_2(a_2)=b_2$. By comparability of the initial segments $J_{f_1}$ and $J_{f_2}$ of $B$, one of them contains the other, so there is a member $f\in\mathcal{C}$ whose range contains both $b_1$ and $b_2$. Since $f$ is an order-isomorphism, its inverse $f^{-1}:J_f\to I_f$ is order-preserving; hence
\begin{align*}
F^{-1}(b_1)=f^{-1}(b_1)<_{A}f^{-1}(b_2)=F^{-1}(b_2).
\end{align*}
Thus $F:D\to R$ is an order-isomorphism between initial segments.
[/step]