[step:Project the common lifted barycentre to a common point of all convex hulls]
Let $z \in \mathbb{R}^{d+1}$ denote the common value of $z_1,\dots,z_r$. For each $j \in \{1,\dots,r\}$, define
\begin{align*}
s_j := \sum_{\{i: j(i)=j\}} \alpha_i.
\end{align*}
The last coordinate of $z_j$ is $s_j$, because the last coordinate of every lifted vector $\iota(a_i)=(a_i,1)$ is $1$. Since $z_1=\cdots=z_r$, all $s_j$ are equal. Also
\begin{align*}
\sum_{j=1}^r s_j = \sum_{i=1}^N \alpha_i = 1.
\end{align*}
Therefore
\begin{align*}
s_j = \frac{1}{r}
\end{align*}
for every $j \in \{1,\dots,r\}$. In particular, each $s_j$ is positive, so each $A_j$ is nonempty.
Let $p \in \mathbb{R}^d$ be the vector formed by the first $d$ coordinates of $r z \in \mathbb{R}^{d+1}$. For each $j$, the equality defining $z_j$ gives
\begin{align*}
z_j = \sum_{\{i: j(i)=j\}} \alpha_i (a_i,1).
\end{align*}
Taking the first $d$ coordinates and using $s_j=1/r$ gives
\begin{align*}
p = \sum_{\{i: j(i)=j\}} r\alpha_i a_i.
\end{align*}
The coefficients $r\alpha_i$ appearing in this sum are nonnegative, and their sum over the indices with $j(i)=j$ is
\begin{align*}
\sum_{\{i: j(i)=j\}} r\alpha_i = r s_j = 1.
\end{align*}
Thus $p$ is a convex combination of the points in $A_j$ for every $j \in \{1,\dots,r\}$. Hence
\begin{align*}
p \in \operatorname{conv}(A_1) \cap \cdots \cap \operatorname{conv}(A_r).
\end{align*}
The sets $A_1,\dots,A_r$ are nonempty, pairwise disjoint, and have union $A$, so they form a Tverberg partition of $A$ into $r$ parts.
[/step]