Proof.
Pick a scheme $U$ and a surjective smooth morphism $x : U \to \mathcal{X}$. By Modules on Sites, Definition 18.23.1 there exists an étale (resp. fppf) covering $\{ U_ i \to U\} _{i \in I}$ such that each pullback $f_ i^{-1}\mathcal{H}$ has a global presentation (see Modules on Sites, Definition 18.17.1). Here $f_ i : U_ i \to \mathcal{X}$ is the composition $U_ i \to U \to \mathcal{X}$ which is a morphism of algebraic stacks. (Recall that the pullback “is” the restriction to $\mathcal{X}/f_ i$, see Sheaves on Stacks, Definition 96.9.2 and the discussion following.) Since each $f_ i$ is smooth (resp. flat) by Lemma 103.15.1 we see that $f_ i^{-1}g_!\mathcal{H} = g_{i, !}(f'_ i)^{-1}\mathcal{H}$. Using Lemma 103.16.1 we reduce the statement of the lemma to the case where $\mathcal{H}$ has a global presentation. Say we have
\[ \bigoplus \nolimits _{j \in J} \mathcal{O} \longrightarrow \bigoplus \nolimits _{i \in I} \mathcal{O} \longrightarrow \mathcal{H} \longrightarrow 0 \]
of $\mathcal{O}$-modules where $\mathcal{O} = \mathcal{O}_{\mathcal{X}_{lisse,{\acute{e}tale}}}$ (resp. $\mathcal{O} = \mathcal{O}_{\mathcal{X}_{flat,fppf}}$). Since $g_!$ commutes with arbitrary colimits (as a left adjoint functor, see Lemma 103.14.4 and Categories, Lemma 4.24.5) we conclude that there exists an exact sequence
\[ \bigoplus \nolimits _{j \in J} g_!\mathcal{O} \longrightarrow \bigoplus \nolimits _{i \in I} g_!\mathcal{O} \longrightarrow g_!\mathcal{H} \longrightarrow 0 \]
Lemma 103.14.5 shows that $g_!\mathcal{O} = \mathcal{O}_\mathcal {X}$. In case (2) we are done. In case (1) we apply Sheaves on Stacks, Lemma 96.11.4 to conclude.
$\square$
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