The right unitor of the coproduct of sets is the natural isomorphism
whose component
\[ \rho ^{\mathsf{Sets},\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}}_{X} \colon X\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}\text{Ø}\overset {\scriptstyle \mathord {\sim }}{\dashrightarrow }X \]
at $X$ is given by
\[ \rho ^{\mathsf{Sets},\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}}_{X}\webleft (\webleft (0,x\webright )\webright )\mathrel {\smash {\overset {\mathclap {\scriptscriptstyle \text{def}}}=}}x \]
for each $\webleft (0,x\webright )\in X\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}\text{Ø}$.
Unwinding the Definition of $X\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}\text{Ø}$
Firstly, we unwind the expression for $X\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}\text{Ø}$. We have
\begin{align*} X\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}\text{Ø}& \mathrel {\smash {\overset {\mathclap {\scriptscriptstyle \text{def}}}=}}\webleft\{ \webleft (0,x\webright )\in S\ \middle |\ x\in X\webright\} \cup \webleft\{ \webleft (1,z\webright )\in S\ \middle |\ z\in \text{Ø}\webright\} \\ & = \webleft\{ \webleft (0,x\webright )\in S\ \middle |\ x\in X\webright\} \cup \text{Ø}\\ & = \webleft\{ \webleft (0,x\webright )\in S\ \middle |\ x\in X\webright\} ,\end{align*}
where $S=\webleft\{ 0,1\webright\} \times \webleft (X\cup \text{Ø}\webright )=\webleft\{ 0,1\webright\} \times \webleft (\text{Ø}\cup X\webright )=S$.
Invertibility
The inverse of $\rho ^{\mathsf{Sets},\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}}_{X}$ is the map
\[ \rho ^{\mathsf{Sets},\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }},-1}_{X}\colon X\to X\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}\text{Ø} \]
given by
\[ \rho ^{\mathsf{Sets},\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }},-1}_{X}\webleft (x\webright )\mathrel {\smash {\overset {\mathclap {\scriptscriptstyle \text{def}}}=}}\webleft (0,x\webright ) \]
for each $x\in X$. Indeed:
- Invertibility I. We have
\begin{align*} \webleft [\rho ^{\mathsf{Sets},\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }},-1}_{X}\circ \rho ^{\mathsf{Sets},\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}}_{X}\webright ]\webleft (0,x\webright ) & = \rho ^{\mathsf{Sets},\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }},-1}_{X}\webleft (\rho ^{\mathsf{Sets},\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}}_{X}\webleft (0,x\webright )\webright )\\ & = \rho ^{\mathsf{Sets},\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }},-1}_{X}\webleft (x\webright )\\ & = \webleft (0,x\webright )\\ & = \webleft [\text{id}_{ X\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}\text{Ø}}\webright ]\webleft (0,x\webright ) \end{align*}
for each $\webleft (0,x\webright )\in \text{Ø}\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}X$, and therefore we have
\[ \rho ^{\mathsf{Sets},\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }},-1}_{X}\circ \rho ^{\mathsf{Sets},\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}}_{X}=\text{id}_{\text{Ø}\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}X}. \]
- Invertibility II. We have
\begin{align*} \webleft [\rho ^{\mathsf{Sets},\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}}_{X}\circ \rho ^{\mathsf{Sets},\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }},-1}_{X}\webright ]\webleft (x\webright ) & = \rho ^{\mathsf{Sets},\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}}_{X}\webleft (\rho ^{\mathsf{Sets},\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }},-1}_{X}\webleft (x\webright )\webright )\\ & = \rho ^{\mathsf{Sets},\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }},-1}_{X}\webleft (0,x\webright )\\ & = x\\ & = \webleft [\text{id}_{X}\webright ]\webleft (x\webright ) \end{align*}
for each $x\in X$, and therefore we have
\[ \rho ^{\mathsf{Sets},\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}}_{X}\circ \rho ^{\mathsf{Sets},\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }},-1}_{X}=\text{id}_{X}. \]
Therefore $\rho ^{\mathsf{Sets},\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}}_{X}$ is indeed an isomorphism.
Naturality
We need to show that, given a function $f\colon X\to Y$, the diagram
commutes. Indeed, this diagram acts on elements as
and hence indeed commutes. Therefore $\rho ^{\mathsf{Sets},\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}}$ is a natural transformation.
Being a Natural Isomorphism
Since $\rho ^{\mathsf{Sets},\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}}$ is natural and $\rho ^{\mathsf{Sets},-1}$ is a componentwise inverse to $\rho ^{\mathsf{Sets},\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}}$, it follows from Chapter 9: Categories, Item 2 of Proposition 9.9.7.1.2 that $\rho ^{\mathsf{Sets},-1}$ is also natural. Thus $\rho ^{\mathsf{Sets},\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}}$ is a natural isomorphism.
