[guided]We now explain why every alternant has its first possible nonzero term in degree $N=|\Phi^+|$. The Taylor coefficient of degree $m$ in
\begin{align*}
F_\xi(t)=\sum_{w\in W}\det(w)\exp(t(w\xi)(H))
\end{align*}
is
\begin{align*}
\frac{1}{m!}B_m(\xi),
\end{align*}
where
\begin{align*}
B_m(\xi)=\sum_{w\in W}\det(w)\bigl((w\xi)(H)\bigr)^m.
\end{align*}
This is a homogeneous polynomial of degree $m$ in $\xi$.
The crucial structural fact is that $B_m$ is anti-invariant under the Weyl group. Indeed, for $u\in W$,
\begin{align*}
B_m(u\xi)=\sum_{w\in W}\det(w)\bigl((wu\xi)(H)\bigr)^m.
\end{align*}
Using the change of index $w'=wu$, we have $\det(w)=\det(w')\det(u)$, and therefore
\begin{align*}
B_m(u\xi)=\det(u)\sum_{w'\in W}\det(w')\bigl((w'\xi)(H)\bigr)^m=\det(u)B_m(\xi).
\end{align*}
Now define
\begin{align*}
D(\xi):=\prod_{\alpha\in\Phi^+}\xi(\alpha^\vee).
\end{align*}
This polynomial has degree $N$. We claim that every $W$-anti-invariant polynomial is divisible by $D$. To see this, let $p:\mathfrak h^*\to\mathbb C$ be a $W$-anti-invariant polynomial. For the reflection $s_\alpha$ associated to $\alpha$, anti-invariance says
\begin{align*}
p(s_\alpha\xi)=-p(\xi).
\end{align*}
If $\xi$ lies on the reflecting hyperplane $\xi(\alpha^\vee)=0$, then $s_\alpha\xi=\xi$, so
\begin{align*}
p(\xi)=-p(\xi).
\end{align*}
Thus $p(\xi)=0$ on that hyperplane. Since $\xi\mapsto \xi(\alpha^\vee)$ is a linear defining equation for the hyperplane, the polynomial $p$ is divisible by that linear form. For distinct positive roots $\alpha$ and $\beta$, the linear forms $\xi\mapsto\xi(\alpha^\vee)$ and $\xi\mapsto\xi(\beta^\vee)$ are not scalar multiples, because $\alpha^\vee$ and $\beta^\vee$ are not proportional unless $\alpha=\beta$ in a reduced root system. Hence these linear factors are pairwise non-associate irreducible factors in the polynomial ring on $\mathfrak h^*$. Applying this to every positive root shows that $p$ is divisible by
\begin{align*}
D(\xi)=\prod_{\alpha\in\Phi^+}\xi(\alpha^\vee).
\end{align*}
Applying this to $p=B_m$, we get $D\mid B_m$. If $m<N$, then $B_m$ has degree smaller than $D$, so $B_m=0$. If $m=N$, then $B_N$ and $D$ have the same degree, hence
\begin{align*}
B_N(\xi)=c_HD(\xi)
\end{align*}
for some scalar $c_H$ depending on the chosen regular element $H$.
We determine $c_H$ by evaluating at $\xi=\rho$. From the Weyl denominator formula computed in the previous step,
\begin{align*}
F_\rho(t)=t^N\prod_{\alpha\in\Phi^+}\alpha(H)+O(t^{N+1}).
\end{align*}
On the other hand, the Taylor expansion gives
\begin{align*}
F_\rho(t)=\frac{t^N}{N!}B_N(\rho)+O(t^{N+1}).
\end{align*}
Therefore
\begin{align*}
\frac{1}{N!}B_N(\rho)=\prod_{\alpha\in\Phi^+}\alpha(H).
\end{align*}
Since
\begin{align*}
B_N(\rho)=c_H\prod_{\alpha\in\Phi^+}\rho(\alpha^\vee),
\end{align*}
we obtain
\begin{align*}
c_H=N!\frac{\prod_{\alpha\in\Phi^+}\alpha(H)}{\prod_{\alpha\in\Phi^+}\rho(\alpha^\vee)}.
\end{align*}
Substituting this value of $c_H$ into the degree-$N$ Taylor term gives, for every regular $\xi$,
\begin{align*}
F_\xi(t)=t^N\left(\prod_{\alpha\in\Phi^+}\alpha(H)\right)\left(\prod_{\alpha\in\Phi^+}\frac{\xi(\alpha^\vee)}{\rho(\alpha^\vee)}\right)+O(t^{N+1}).
\end{align*}
This is the precise leading-term comparison needed for the quotient.[/guided]