[step:Differentiate each local term and identify the two possible bidegrees]
For each smooth coefficient map $f_{I,J}:U\to\mathbb C$, define the Wirtinger derivatives
\begin{align*}
\frac{\partial f_{I,J}}{\partial z_k}:U\to\mathbb C
\end{align*}
and
\begin{align*}
\frac{\partial f_{I,J}}{\partial \bar z_k}:U\to\mathbb C
\end{align*}
by
\begin{align*}
\frac{\partial f_{I,J}}{\partial z_k}=\frac{1}{2}\left(\frac{\partial f_{I,J}}{\partial x_k}-i\frac{\partial f_{I,J}}{\partial y_k}\right)
\end{align*}
and
\begin{align*}
\frac{\partial f_{I,J}}{\partial \bar z_k}=\frac{1}{2}\left(\frac{\partial f_{I,J}}{\partial x_k}+i\frac{\partial f_{I,J}}{\partial y_k}\right).
\end{align*}
The exterior derivative of the coefficient is
\begin{align*}
df_{I,J}=\sum_{k=1}^n \frac{\partial f_{I,J}}{\partial z_k}\,dz_k+\sum_{k=1}^n \frac{\partial f_{I,J}}{\partial \bar z_k}\,d\bar z_k.
\end{align*}
Since $d(dz_i)=0$ and $d(d\bar z_i)=0$ for every $1\le i\le n$, the graded Leibniz rule gives
\begin{align*}
d\left(f_{I,J}\,dz_I\wedge d\bar z_J\right)=df_{I,J}\wedge dz_I\wedge d\bar z_J.
\end{align*}
Substituting the displayed formula for $df_{I,J}$, we obtain
\begin{align*}
d\left(f_{I,J}\,dz_I\wedge d\bar z_J\right)=\sum_{k=1}^n \frac{\partial f_{I,J}}{\partial z_k}\,dz_k\wedge dz_I\wedge d\bar z_J+\sum_{k=1}^n \frac{\partial f_{I,J}}{\partial \bar z_k}\,d\bar z_k\wedge dz_I\wedge d\bar z_J.
\end{align*}
The first sum has type $(p+1,q)$, and the second sum has type $(p,q+1)$. Summing over all $I,J$ gives
\begin{align*}
d\alpha|_U\in\Omega^{p+1,q}(U)\oplus\Omega^{p,q+1}(U).
\end{align*}
Since this holds on every holomorphic coordinate chart, it holds globally on $M$.
[/step]