[guided]Fix a Sobolev order $r \in \mathbb{R}$. The point of fixing $r$ is that the positive-commutator theorem propagates one Sobolev order at a time; smoothness will be recovered only after repeating the argument for all $r$.
The assumption $\gamma(s_*) \notin \operatorname{WF}(u)$ means precisely that $u$ is microlocally smooth at $\gamma(s_*)$. In particular, $u$ is microlocally in $H^r$ at $\gamma(s_*)$ for this fixed value of $r$.
Now choose finitely many intervals $I_1,\dots,I_N \subset [s_0,s_1]$ such that each image $\gamma(I_j)$ lies in a flow box for $H_p$ on which the Sobolev propagation estimate applies. This is possible because $H_p$ is nonzero on $\Sigma_\Omega$, so the Hamilton flow gives local flow-box coordinates near every point of the segment, and because the parameter interval $[s_0,s_1]$ is compact. Refining the finite cover using the Lebesgue number lemma, we choose the intervals so that consecutive intervals overlap in their interiors.
On each such flow box, the local theorem says: if $Pu$ is microlocally in $H^{r-m+1}$ on the relevant conic neighbourhood in the flow box, and if $u$ is microlocally in $H^r$ on the upstream part of the same bicharacteristic, then $u$ is microlocally in $H^r$ on the next downstream part. The reversed-parameter form of the same theorem gives the identical implication in the opposite Hamilton direction. We also verify the hypothesis on $Pu$ inside this guided argument. Since
\begin{align*}
\gamma([s_0,s_1]) \cap \operatorname{WF}(Pu)=\varnothing,
\end{align*}
each point of $\gamma([s_0,s_1])$ has a conic neighbourhood on which $Pu$ is microlocally smooth. Microlocal smoothness implies microlocal $H^{r-m+1}$ regularity for this fixed $r$. Compactness of $\gamma([s_0,s_1])$ gives finitely many such conic neighbourhoods, and the flow boxes may be shrunk so that every local propagation step stays inside one of them.
Beginning at $s_*$ and moving toward $s_1$, choose the flow boxes with consecutive overlaps in their interiors. The first application of the local estimate gives $H^r$ regularity on the next small portion of the curve. Because adjacent flow boxes overlap, that newly obtained regularity supplies the upstream $H^r$ hypothesis for the next flow box. Repeating this finite process reaches every point $\gamma(s)$ with $s \in [s_*,s_1]$. Reversing the parameter, equivalently applying the same local theorem to the Hamilton flow with parameter $-s$, gives the same conclusion on $[s_0,s_*]$.
Thus $u$ is microlocally in $H^r$ at every point of $\gamma([s_0,s_1])$, which is exactly
\begin{align*}
\gamma([s_0,s_1]) \cap \operatorname{WF}^r(u)=\varnothing.
\end{align*}[/guided]