[guided]The first issue is that the desired Gibbs estimate is stated for $\mu$, while the conformality relation is stated for $\nu$. We therefore record a uniform comparison between the two measures. Since $\Sigma_A$ is compact and $h$ is continuous and strictly positive, the extreme value theorem gives finite constants
\begin{align*}
h_- := \min_{y \in \Sigma_A} h(y)
\end{align*}
and
\begin{align*}
h_+ := \max_{y \in \Sigma_A} h(y)
\end{align*}
with $0<h_- \leq h_+ < \infty$. For every Borel set $B \subset \Sigma_A$, the definition
\begin{align*}
\mu(B) = \int_B h \, d\nu(y)
\end{align*}
therefore gives
\begin{align*}
h_- \nu(B) \leq \int_B h \, d\nu(y) \leq h_+ \nu(B),
\end{align*}
so
\begin{align*}
h_- \nu(B) \leq \mu(B) \leq h_+ \nu(B).
\end{align*}
The second issue is distortion. We need to compare $S_n\phi(z)$ and $S_n\phi(x)$ for two points $x,z$ lying in the same cylinder $[w]$ of length $n$. Since $\phi$ is Hölder, there are constants $K_\phi>0$, $\theta \in (0,1)$, and a compatible symbolic metric $d$ such that
\begin{align*}
|\phi(u)-\phi(v)| \leq K_\phi d(u,v)^\theta
\end{align*}
for all $u,v \in \Sigma_A$. If $x,z \in [w]$, then for $0 \leq k \leq n-1$, the points $\sigma^k x$ and $\sigma^k z$ agree in their first $n-k$ symbols, so their distance is bounded exponentially in $n-k$. Summing the Hölder bounds over $k$ gives a finite constant $V_\phi>0$, independent of $n$, $w$, $x$, and $z$, such that
\begin{align*}
|S_n\phi(z)-S_n\phi(x)| \leq V_\phi.
\end{align*}
Define $D_\phi := e^{V_\phi}$. Exponentiating the preceding inequality gives
\begin{align*}
D_\phi^{-1}
\leq
\exp(S_n\phi(z)-S_n\phi(x))
\leq
D_\phi.
\end{align*}
This is the bounded distortion estimate that lets us evaluate the cylinder weight at an arbitrary point of the cylinder.[/guided]