[step:Shell the proper part by lexicographic order on facets]
Let $\overline{B}_n := B_n \setminus \{\varnothing,[n]\}$ be the proper part of $B_n$, and let $\Delta(\overline{B}_n)$ be its order complex. If $n=1$, then $\overline{B}_1 = \varnothing$, so $\Delta(\overline{B}_1)$ is the empty complex, which is shellable by the standard convention. Assume now that $n \geq 2$.
For each permutation $\pi = (\pi_1,\dots,\pi_n)$ of $[n]$, define a facet $F_\pi$ of $\Delta(\overline{B}_n)$ by
\begin{align*}
F_\pi := \{A_1^\pi,\dots,A_{n-1}^\pi\}, \qquad A_r^\pi := \{\pi_1,\dots,\pi_r\} \quad \text{for } 1 \leq r \leq n-1.
\end{align*}
Every facet of $\Delta(\overline{B}_n)$ has this form, because a maximal chain in $\overline{B}_n$ contains exactly one subset of each cardinality $1,\dots,n-1$. Order the facets lexicographically by the associated words $\pi$.
We verify the shelling criterion: for every pair of facets $F_\sigma$ and $F_\pi$ with $F_\sigma$ earlier than $F_\pi$, it suffices to find an earlier facet $F_\tau$ and a vertex $v \in F_\pi \setminus F_\sigma$ such that $F_\pi \setminus F_\tau = \{v\}$. Let $F_\sigma$ and $F_\pi$ be facets with $\sigma <_{\mathrm{lex}} \pi$. Let $m$ be the first index such that $\sigma_m \neq \pi_m$. Then $\sigma_m < \pi_m$. Let $\ell$ be the unique index with $\pi_\ell = \sigma_m$. Since the words agree before $m$, the element $\sigma_m$ does not occur among $\pi_1,\dots,\pi_{m-1}$, so $\ell \geq m$. Since $\pi_m \neq \sigma_m$, in fact $\ell > m$.
The finite sequence
\begin{align*}
\pi_m,\pi_{m+1},\dots,\pi_\ell
\end{align*}
begins with $\pi_m$ and ends with $\sigma_m$, with $\sigma_m < \pi_m$. Hence it cannot be weakly increasing throughout. Therefore there exists an index $q \in \{m,\dots,\ell-1\}$ such that
\begin{align*}
\pi_q > \pi_{q+1}.
\end{align*}
Let $\tau$ be the permutation obtained from $\pi$ by interchanging the adjacent entries $\pi_q$ and $\pi_{q+1}$ and leaving all other entries fixed. Since $\pi_q > \pi_{q+1}$, the first position where $\tau$ and $\pi$ differ is $q$, and $\tau_q = \pi_{q+1} < \pi_q$. Thus
\begin{align*}
\tau <_{\mathrm{lex}} \pi.
\end{align*}
The facets $F_\tau$ and $F_\pi$ differ only in rank $q$, because adjacent transposition changes only the $q$-element initial set. More precisely,
\begin{align*}
A_r^\tau = A_r^\pi \quad \text{for every } r \neq q,
\end{align*}
while
\begin{align*}
A_q^\tau = A_{q-1}^\pi \cup \{\pi_{q+1}\} \neq A_q^\pi.
\end{align*}
Hence
\begin{align*}
F_\pi \setminus F_\tau = \{A_q^\pi\}.
\end{align*}
It remains to check that $A_q^\pi \notin F_\sigma$. Since $q \geq m$, the element $\sigma_m$ belongs to $A_q^\sigma$. Since $q < \ell$ and $\pi_\ell=\sigma_m$, the element $\sigma_m$ does not belong to $A_q^\pi$. Therefore $A_q^\pi \neq A_q^\sigma$. Also $|A_q^\pi| = q$, and a chain in the Boolean lattice contains at most one set of cardinality $q$. Thus $A_q^\pi$ is not a vertex of $F_\sigma$.
We have shown that for every earlier facet $F_\sigma <_{\mathrm{lex}} F_\pi$, there is an earlier facet $F_\tau <_{\mathrm{lex}} F_\pi$ and a vertex $A_q^\pi \in F_\pi \setminus F_\sigma$ such that
\begin{align*}
F_\pi \setminus F_\tau = \{A_q^\pi\}.
\end{align*}
This is the standard facet-by-facet shelling criterion for a pure simplicial complex. Therefore the lexicographic ordering of the facets $F_\pi$ is a shelling of $\Delta(\overline{B}_n)$. Consequently, the order complex of the proper part of $B_n$ is shellable.
[/step]