[guided]We want to prove that the list
\begin{align*}
\mathcal C=(e_1,\dots,e_r,a_1,\dots,a_s,b_1,\dots,b_t)
\end{align*}
is linearly independent. The only possible difficulty is that the $a_j$ vectors live in $U$ and the $b_k$ vectors live in $W$, so a relation might mix the two subspaces. The way to control this mixing is to isolate a vector that lies in both $U$ and $W$, and then express it using the basis of the intersection.
Assume that scalars $\gamma_1,\dots,\gamma_r,\lambda_1,\dots,\lambda_s,\mu_1,\dots,\mu_t\in F$ satisfy
\begin{align*}
\sum_{i=1}^{r}\gamma_i e_i+\sum_{j=1}^{s}\lambda_j a_j+\sum_{k=1}^{t}\mu_k b_k=0_V.
\end{align*}
Rearrange the equation by moving the $b_k$ terms to the other side:
\begin{align*}
\sum_{i=1}^{r}\gamma_i e_i+\sum_{j=1}^{s}\lambda_j a_j=-\sum_{k=1}^{t}\mu_k b_k.
\end{align*}
The left-hand side is an element of $U$, because $e_i\in U\cap W\subset U$ and $a_j\in U$. The right-hand side is an element of $W$, because each $b_k\in W$ and $W$ is closed under finite linear combinations. Therefore this common vector lies in $U\cap W$.
Now use the fact that $(e_1,\dots,e_r)$ is a basis of $U\cap W$. Since the common vector belongs to $U\cap W$, there are scalars $\delta_1,\dots,\delta_r\in F$ such that
\begin{align*}
\sum_{i=1}^{r}\gamma_i e_i+\sum_{j=1}^{s}\lambda_j a_j=\sum_{i=1}^{r}\delta_i e_i.
\end{align*}
Subtracting the right-hand side produces a linear relation in the basis of $U$:
\begin{align*}
\sum_{i=1}^{r}(\gamma_i-\delta_i)e_i+\sum_{j=1}^{s}\lambda_j a_j=0_V.
\end{align*}
Since $(e_1,\dots,e_r,a_1,\dots,a_s)$ is a basis of $U$, it is linearly independent. Hence every coefficient in this relation is zero, and in particular
\begin{align*}
\lambda_1=\cdots=\lambda_s=0.
\end{align*}
Substituting these equalities back into the original relation leaves
\begin{align*}
\sum_{i=1}^{r}\gamma_i e_i+\sum_{k=1}^{t}\mu_k b_k=0_V.
\end{align*}
This is now a linear relation among the basis vectors of $W$, namely among the list $(e_1,\dots,e_r,b_1,\dots,b_t)$. Since that list is linearly independent, all its coefficients are zero:
\begin{align*}
\gamma_1=\cdots=\gamma_r=0
\end{align*}
and
\begin{align*}
\mu_1=\cdots=\mu_t=0.
\end{align*}
We have shown that every coefficient in the original relation is zero. Therefore $\mathcal C$ is linearly independent.[/guided]