[step:Bound the weights of the quotient by the Weyl orbit polytope]
Let $\operatorname{Wt}(Q)\subset\mathfrak h^*$ denote the set of weights $\mu$ for which the weight space
\begin{align*}
Q_\mu := \{w\in Q : hw=\mu(h)w \text{ for every }h\in\mathfrak h\}
\end{align*}
is nonzero. Let $W$ be the Weyl group of the root system $\Phi$, generated by the simple reflections $s_1,\dots,s_r$ associated to $\alpha_1,\dots,\alpha_r$. For a subset $A\subset\mathfrak h^*$, write $\operatorname{conv}(A)$ for its convex hull in the finite-dimensional real [vector space](/page/Vector%20Space) $\mathbb R\Phi\subset\mathfrak h^*$ spanned by the roots; in particular, $\operatorname{conv}(W\lambda)$ denotes the convex hull of the finite orbit $W\lambda:=\{w\lambda:w\in W\}$. Since $Q$ is a quotient of $M(\lambda)$, every weight of $Q$ is a weight of $M(\lambda)$, and therefore
\begin{align*}
\operatorname{Wt}(Q)\subset \lambda-Q_+.
\end{align*}
[claim:Integrability gives the Weyl-polytope bound]
If a highest-weight $\mathfrak g$-module $V$ has highest weight $\lambda$, has all weights contained in $\lambda-Q_+$, and is locally finite for every simple-root subalgebra $\mathfrak s_i$, then every weight of $V$ lies in $\operatorname{conv}(W\lambda)$.
[/claim]
[proof]
Let $\operatorname{Wt}(V)$ denote the set of weights of $V$. First we prove that $\operatorname{Wt}(V)$ is stable under every simple reflection. Fix a simple root $\alpha_i$ and a weight $\mu\in\operatorname{Wt}(V)$. Choose a nonzero vector $v_\mu\in V_\mu$. The $\mathfrak s_i$-submodule generated by $v_\mu$ is finite-dimensional, because $V$ is locally finite for $\mathfrak s_i$. Finite-dimensional $\mathfrak{sl}_2$ weight-string symmetry therefore implies that the reflected $\mathfrak h$-weight
\begin{align*}
s_i\mu=\mu-\mu(\alpha_i^\vee)\alpha_i
\end{align*}
also occurs in this submodule. Hence $s_i\mu\in\operatorname{Wt}(V)$. Since the simple reflections generate $W$, the whole Weyl group preserves $\operatorname{Wt}(V)$.
Now let $\omega_1^\vee,\dots,\omega_r^\vee$ be the fundamental coweights in the real span of the simple coroots, characterized by $\alpha_j(\omega_i^\vee)=\delta_{ij}$. We use the standard supporting-hyperplane description of the Weyl polytope:
\begin{align*}
\operatorname{conv}(W\lambda)=\{\nu\in\mathbb R\Phi: \nu(w\omega_i^\vee)\le \lambda(\omega_i^\vee)\text{ for every }w\in W\text{ and every }i\}.
\end{align*}
This description follows because the displayed inequalities are exactly the Weyl translates of the dominant-chamber walls supporting the orbit polytope at the dominant vertex $\lambda$.
Take $\mu\in\operatorname{Wt}(V)$. Since $\operatorname{Wt}(V)$ is $W$-stable, $w^{-1}\mu$ is also a weight for every $w\in W$. The hypothesis on the weights gives $w^{-1}\mu\in\lambda-Q_+$, so there are nonnegative integers $n_1,\dots,n_r$ such that
\begin{align*}
\lambda-w^{-1}\mu=n_1\alpha_1+\cdots+n_r\alpha_r.
\end{align*}
Evaluating on $\omega_i^\vee$ gives
\begin{align*}
\mu(w\omega_i^\vee)=(w^{-1}\mu)(\omega_i^\vee)=\lambda(\omega_i^\vee)-n_i\le \lambda(\omega_i^\vee).
\end{align*}
These inequalities hold for every $w$ and every $i$, so the supporting-hyperplane description gives $\mu\in\operatorname{conv}(W\lambda)$.
[/proof]
The preceding step shows that $Q$ is locally finite for every simple-root subalgebra $\mathfrak s_i$, and $Q$ is a highest-weight quotient whose weights are contained in $\lambda-Q_+$. Applying the claim to $V=Q$ gives
\begin{align*}
\operatorname{Wt}(Q)\subset \operatorname{conv}(W\lambda).
\end{align*}
Combining the two inclusions gives
\begin{align*}
\operatorname{Wt}(Q)\subset (\lambda-Q_+)\cap \operatorname{conv}(W\lambda).
\end{align*}
The Weyl group $W$ is finite, so $\operatorname{conv}(W\lambda)$ is a compact polytope in the finite-dimensional real vector space spanned by the roots. The set $\lambda-Q_+$ is a translate of a lattice cone. Hence the intersection
\begin{align*}
(\lambda-Q_+)\cap \operatorname{conv}(W\lambda)
\end{align*}
is finite. Therefore $Q$ has only finitely many nonzero weights.
[/step]