[guided]Now the cubic has three simple real roots $r_1<r_2<r_3$. Because the leading coefficient of $f$ is positive and each root is simple, the sign flips at each root. Thus $f$ is negative on $(-\infty,r_1)$, positive on $(r_1,r_2)$, negative on $(r_2,r_3)$, and positive on $(r_3,\infty)$. The equation $y^2=f(x)$ has real solutions exactly where $f(x)\geq 0$. Therefore real affine points occur precisely over the compact interval $[r_1,r_2]$ and the ray $[r_3,\infty)$.
Define
\begin{align*}
A_{\mathrm{oval}}
&=
\gamma_{[r_1,r_2],+}([r_1,r_2])
\cup
\gamma_{[r_1,r_2],-}([r_1,r_2]),
\end{align*}
and
\begin{align*}
A_{\infty}
=
\gamma_{[r_3,\infty),+}([r_3,\infty))
\cup
\gamma_{[r_3,\infty),-}([r_3,\infty)).
\end{align*}
These sets are disjoint because their $x$-coordinates lie in disjoint subsets $[r_1,r_2]$ and $[r_3,\infty)$. They exhaust $A$ because there are no real points over the intervals where $f<0$.
The set $A_{\mathrm{oval}}$ is connected: the upper and lower graphs over $[r_1,r_2]$ are connected images of the connected interval $[r_1,r_2]$, and they meet at both endpoints since
\begin{align*}
\sqrt{f(r_1)}=\sqrt{f(r_2)}=0.
\end{align*}
It is bounded because the $x$-coordinate lies in the bounded interval $[r_1,r_2]$, and the $y$-coordinate satisfies $|y|=\sqrt{f(x)}$, which is bounded on $[r_1,r_2]$ by continuity of $f$ on a compact interval.
This bounded component is an oval in the topological sense of a simple closed curve. To see this, parametrize the upper graph from left to right and the lower graph from right to left. Define $h:[0,2]\to A_{\mathrm{oval}}$ by
\begin{align*}
h(t)=(r_1+t(r_2-r_1),\sqrt{f(r_1+t(r_2-r_1))}) \quad \text{for } 0\leq t\leq 1,
\end{align*}
and
\begin{align*}
h(t)=(r_1+(2-t)(r_2-r_1),-\sqrt{f(r_1+(2-t)(r_2-r_1))}) \quad \text{for } 1\leq t\leq 2.
\end{align*}
The two definitions agree at $t=1$ because both give $(r_2,0)$, and $h(0)=h(2)=(r_1,0)$. Let $S^1$ denote the quotient of $[0,2]$ obtained by identifying $0$ and $2$. The only intersections between the upper and lower graphs occur at the roots $r_1$ and $r_2$, so $h$ is injective on $[0,2)$. Thus $h$ factors through the quotient that identifies $0$ and $2$, giving a continuous bijection $\tilde h:S^1\to A_{\mathrm{oval}}$. Since $S^1$ is compact and $\mathbb{R}^2$ is Hausdorff, this continuous bijection is a homeomorphism onto its image. Therefore $A_{\mathrm{oval}}$, and hence $C_{\mathrm{oval}}$, is a bounded affine oval.
The set $A_{\infty}$ is also connected: the two graphs over $[r_3,\infty)$ meet at $(r_3,0)$. This branch is unbounded in the affine chart, and its two ends approach the same projective point $O$. Indeed, for $x>r_3$,
\begin{align*}
\frac{f(x)}{x^3} \to 1 \quad \text{as } x\to\infty.
\end{align*}
Hence
\begin{align*}
[x:\sqrt{f(x)}:1]
&=
\left[\frac{x}{\sqrt{f(x)}}:1:\frac{1}{\sqrt{f(x)}}\right]
\longrightarrow [0:1:0].
\end{align*}
Similarly,
\begin{align*}
[x:-\sqrt{f(x)}:1]
&=
\left[-\frac{x}{\sqrt{f(x)}}:1:-\frac{1}{\sqrt{f(x)}}\right]
\longrightarrow [0:1:0].
\end{align*}
Hence $O \in \overline{\iota(A_{\infty})}$, where the closure is taken inside $E(\mathbb{R})$. The set $\iota(A_{\infty})$ is connected because $A_{\infty}$ is connected and $\iota$ is a homeomorphism onto its image. We now use the same closure property used in the one-root case: if $C$ is connected and $C\subset B\subset \overline{C}$, then $B$ is connected. Applying this with $C=\iota(A_{\infty})$ and $B=\iota(A_{\infty})\cup\{O\}$ shows that adjoining $O$ preserves connectedness. We therefore set
\begin{align*}
C_{\infty}:=\iota(A_{\infty})\cup\{O\}.
\end{align*}
Define also
\begin{align*}
C_{\mathrm{oval}}:=\iota(A_{\mathrm{oval}}).
\end{align*}
Both sets are connected.[/guided]