[guided]We need to prove that no nonzero linear relation can occur among the vectors
\begin{align*}
a_1,\ldots,a_r,u_1,\ldots,u_s,w_1,\ldots,w_t.
\end{align*}
Assume that scalars $\lambda_1,\ldots,\lambda_r,\mu_1,\ldots,\mu_s,\nu_1,\ldots,\nu_t \in k$ satisfy
\begin{align*}
\sum_{i=1}^{r}\lambda_i a_i+\sum_{j=1}^{s}\mu_j u_j+\sum_{\ell=1}^{t}\nu_\ell w_\ell=0.
\end{align*}
The key move is to separate the vectors coming from the basis of $U$ from the extra vectors coming from the basis of $W$. Rearranging gives
\begin{align*}
\sum_{i=1}^{r}\lambda_i a_i+\sum_{j=1}^{s}\mu_j u_j=-\sum_{\ell=1}^{t}\nu_\ell w_\ell.
\end{align*}
The left-hand side is an element of $U$, because each $a_i$ lies in $U \cap W \subset U$ and each $u_j$ lies in $U$. The right-hand side is an element of $W$, because each $w_\ell$ lies in $W$. Therefore the vector represented by both sides lies in $U \cap W$.
Because $\mathcal{A}=(a_1,\ldots,a_r)$ is a basis of $U \cap W$, that common vector has an expansion using only the $a_i$. Thus there are scalars $\rho_1,\ldots,\rho_r \in k$ such that
\begin{align*}
\sum_{i=1}^{r}\lambda_i a_i+\sum_{j=1}^{s}\mu_j u_j=\sum_{i=1}^{r}\rho_i a_i.
\end{align*}
Moving the right-hand side to the left gives
\begin{align*}
\sum_{i=1}^{r}(\lambda_i-\rho_i)a_i+\sum_{j=1}^{s}\mu_j u_j=0.
\end{align*}
This is now a relation among the vectors of the basis
\begin{align*}
\mathcal{B}_U=(a_1,\ldots,a_r,u_1,\ldots,u_s).
\end{align*}
Since a basis is linearly independent, every coefficient in this relation is zero. Hence $\mu_j=0$ for every $1 \le j \le s$, and $\lambda_i=\rho_i$ for every $1 \le i \le r$.
Return to the original relation and use $\mu_1=\cdots=\mu_s=0$. We obtain
\begin{align*}
\sum_{i=1}^{r}\lambda_i a_i+\sum_{\ell=1}^{t}\nu_\ell w_\ell=0.
\end{align*}
This relation involves only vectors from the basis
\begin{align*}
\mathcal{B}_W=(a_1,\ldots,a_r,w_1,\ldots,w_t).
\end{align*}
Since $\mathcal{B}_W$ is linearly independent, all its coefficients in the displayed relation vanish. Therefore $\lambda_i=0$ for every $1 \le i \le r$ and $\nu_\ell=0$ for every $1 \le \ell \le t$. Together with $\mu_j=0$ for every $1 \le j \le s$, this proves that the original relation was the zero relation. Hence $\mathcal{C}$ is linearly independent.[/guided]