[proofplan]
We define the product $D:=e^\rho\prod_{\alpha\in\Phi^+}(1-e^{-\alpha})$ and prove that it is anti-invariant under every simple reflection. Since the simple reflections generate $W$, this makes $D$ a $W$-anti-invariant element of the weight group algebra. We then use the standard Weyl-polytope uniqueness principle for anti-invariants: an anti-invariant supported in the denominator polytope $\operatorname{conv}(W\rho)$ is determined by its coefficient at the dominant regular vertex $\rho$. The product $D$ has coefficient $1$ at $e^\rho$, so it must equal the alternating orbit sum $A_\rho$.
[/proofplan]
[step:Define the denominator product and the Weyl group action on it]
Let
\begin{align*}
D := e^\rho\prod_{\alpha\in\Phi^+}(1-e^{-\alpha})
\end{align*}
be the denominator product in the integral group algebra of the weight lattice. The Weyl group acts on formal exponentials by
\begin{align*}
w(e^\lambda) := e^{w\lambda}
\end{align*}
for $w\in W$ and weights $\lambda$, and this action extends multiplicatively and linearly to the group algebra.
For a simple root $\alpha_i$, let $s_i\in W$ denote the corresponding simple reflection. We will prove that
\begin{align*}
s_iD=-D
\end{align*}
for every simple reflection $s_i$.
[/step]
[step:Show that each simple reflection changes the denominator product by a sign]
Fix a simple root $\alpha_i$. We use the standard root-system facts that
\begin{align*}
s_i(\rho)=\rho-\alpha_i
\end{align*}
and that $s_i$ sends $\alpha_i$ to $-\alpha_i$ while permuting $\Phi^+\setminus\{\alpha_i\}$. Therefore
\begin{align*}
s_iD=e^{\rho-\alpha_i}(1-e^{\alpha_i})\prod_{\alpha\in\Phi^+\setminus\{\alpha_i\}}(1-e^{-s_i\alpha}).
\end{align*}
Since $s_i$ permutes $\Phi^+\setminus\{\alpha_i\}$, the remaining product is unchanged after reindexing:
\begin{align*}
\prod_{\alpha\in\Phi^+\setminus\{\alpha_i\}}(1-e^{-s_i\alpha})=\prod_{\alpha\in\Phi^+\setminus\{\alpha_i\}}(1-e^{-\alpha}).
\end{align*}
Finally,
\begin{align*}
e^{\rho-\alpha_i}(1-e^{\alpha_i})=-e^\rho(1-e^{-\alpha_i}).
\end{align*}
Combining these identities gives
\begin{align*}
s_iD=-e^\rho\prod_{\alpha\in\Phi^+}(1-e^{-\alpha})=-D.
\end{align*}
[guided]
Fix a simple root $\alpha_i$ and let $s_i$ be the corresponding reflection. The goal is to compute $s_iD$ explicitly and see exactly where the minus sign appears.
By definition,
\begin{align*}
D=e^\rho\prod_{\alpha\in\Phi^+}(1-e^{-\alpha}).
\end{align*}
Applying $s_i$ to each formal exponential gives
\begin{align*}
s_iD=e^{s_i\rho}\prod_{\alpha\in\Phi^+}(1-e^{-s_i\alpha}).
\end{align*}
Now we use two standard facts about simple reflections. First,
\begin{align*}
s_i\rho=\rho-\alpha_i.
\end{align*}
Second, $s_i(\alpha_i)=-\alpha_i$, and $s_i$ permutes the positive roots other than $\alpha_i$. Thus the single factor corresponding to $\alpha_i$ becomes
\begin{align*}
1-e^{-s_i\alpha_i}=1-e^{\alpha_i},
\end{align*}
while the remaining factors are merely reindexed. Therefore
\begin{align*}
s_iD=e^{\rho-\alpha_i}(1-e^{\alpha_i})\prod_{\alpha\in\Phi^+\setminus\{\alpha_i\}}(1-e^{-\alpha}).
\end{align*}
The sign is contained in the elementary formal-exponential identity
\begin{align*}
e^{\rho-\alpha_i}(1-e^{\alpha_i})=e^{\rho-\alpha_i}-e^\rho=-e^\rho(1-e^{-\alpha_i}).
\end{align*}
Substituting this into the previous expression gives
\begin{align*}
s_iD=-e^\rho(1-e^{-\alpha_i})\prod_{\alpha\in\Phi^+\setminus\{\alpha_i\}}(1-e^{-\alpha}).
\end{align*}
This is exactly
\begin{align*}
s_iD=-D.
\end{align*}
So every simple reflection acts on $D$ by multiplication by $-1$.
[/guided]
[/step]
[step:Extend anti-invariance from simple reflections to the whole Weyl group]
The simple reflections generate $W$, and each simple reflection has determinant $-1$. If $w=s_{i_1}\cdots s_{i_m}$ is any expression of $w$ as a product of simple reflections, then repeated application of the previous step gives
\begin{align*}
wD=(-1)^mD.
\end{align*}
Since $\det(w)=(-1)^m$ for any such expression, we obtain
\begin{align*}
wD=\det(w)D
\end{align*}
for every $w\in W$. Thus $D$ is $W$-anti-invariant.
[/step]
[step:Record the top coefficient and the support of the product]
Expanding the product gives
\begin{align*}
D=\sum_{S\subseteq\Phi^+}(-1)^{|S|}e^{\rho-\sum_{\alpha\in S}\alpha}.
\end{align*}
The subset $S=\varnothing$ contributes the term $e^\rho$ with coefficient $1$. Every exponent appearing in this expansion has the form
\begin{align*}
\rho-\beta
\end{align*}
where $\beta$ is a sum of distinct positive roots. Equivalently, the support of $D$ lies in the standard denominator polytope
\begin{align*}
\operatorname{conv}(W\rho).
\end{align*}
This last containment is the usual Weyl denominator polytope fact: the weights $\rho-\sum_{\alpha\in S}\alpha$, for $S\subseteq\Phi^+$, are precisely contained in the convex hull of the Weyl orbit of $\rho$.
[/step]
[step:Use anti-invariant uniqueness in the denominator polytope]
We use the following standard anti-invariant uniqueness principle. If $F$ is a $W$-anti-invariant element of the weight group algebra, if the support of $F$ is contained in $\operatorname{conv}(W\rho)$, and if the coefficient of $e^\rho$ in $F$ is $c$, then
\begin{align*}
F=cA_\rho.
\end{align*}
Indeed, decompose the support of $F$ into $W$-orbits. A singular orbit contributes nothing to an anti-invariant element: if $s\in W$ is a reflection fixing a weight $\lambda$, then anti-invariance gives
\begin{align*}
a_\lambda=-a_\lambda,
\end{align*}
so $a_\lambda=0$. Thus only regular orbits can contribute.
Let $\eta$ be the dominant representative of a regular orbit appearing in the support. Since $\eta\in\operatorname{conv}(W\rho)$, the Weyl-polytope criterion gives
\begin{align*}
\rho-\eta\in Q_+,
\end{align*}
where $Q_+$ is the nonnegative integral span of the positive simple roots. Since $\eta$ is dominant and regular integral, $\eta-\rho$ is dominant. If $\eta\ne\rho$, then $\eta-\rho$ is a nonzero dominant weight, while $\rho-\eta\in Q_+$. With the $W$-invariant [inner product](/page/Inner%20Product), this would imply
\begin{align*}
0<|\eta-\rho|^2=-(\rho-\eta,\eta-\rho)\le 0,
\end{align*}
because every simple root has nonnegative inner product with a dominant weight. This contradiction shows that $\eta=\rho$.
Hence the only regular orbit that can appear is $W\rho$. On that orbit anti-invariance forces the coefficient of $e^{w\rho}$ to be $\det(w)$ times the coefficient of $e^\rho$. Therefore $F=cA_\rho$.
[/step]
[step:Apply uniqueness to the denominator product]
The element $D$ is $W$-anti-invariant by the previous steps, its support lies in $\operatorname{conv}(W\rho)$, and the coefficient of $e^\rho$ in $D$ is $1$. Applying the anti-invariant uniqueness principle with $F=D$ and $c=1$ gives
\begin{align*}
D=A_\rho.
\end{align*}
Substituting the definition of $D$ yields
\begin{align*}
e^\rho\prod_{\alpha\in\Phi^+}(1-e^{-\alpha})=\sum_{w\in W}\det(w)e^{w\rho}.
\end{align*}
This is precisely the Weyl denominator formula.
[/step]