 Solution

Let $F:\mathcal{C}\to \mathcal{D}$ be a final functor, and let ${\lambda }_c:GFc\to V$ be a cocone under a diagram $GF$. For $d\in \mathcal{D}$, choose an object $(c,a:d\to Fc)$ of the nonempty comma category $(d\downarrow F)$ and defineIf $t:(c,a)\to (c^{\prime },a^{\prime })$ is a morphism in that comma category, then $Fta=a^{\prime }$, so the cocone equation gives ${\lambda }_{c}G(a)={\lambda }_{c^{\prime }}G(Ft)G(a)={\lambda }_{c^{\prime }}G(a^{\prime })$. Equality also holds along a reversed arrow, and hence along any zigzag. Connectedness makes the definition independent of the chosen object. For $v:d\to d^{\prime }$, use $(c,a:d^{\prime }\to Fc)$ and $(c,av:d\to Fc)$ to obtain ${\bar{\lambda }}_d={\bar{\lambda }}_{d^{\prime }}Gv$. Thus $\bar{\lambda }$ is a cocone under $G$. Taking $(c,1_{Fc})$ shows that it extends $\lambda$.

Every extension must satisfy ${\bar{\lambda }}_d={\lambda }_{c}G(a)$ by its cocone equation, proving uniqueness. The construction commutes with postcomposition by a morphism $V\to V^{\prime }$. Hence restriction gives a natural bijection between the sets of cocones of $G$ and $GF$ with any fixed vertex. A universal cocone for $GF$ therefore extends to a universal cocone for $G$. In particular,whenever the latter exists, and existence of all colimits of shape $\mathcal{C}$ implies existence of all colimits of shape $\mathcal{D}$.

For the factorization of an arbitrary functor $H:\mathcal{C}\to \mathcal{E}$, letthe set of connected components of a category, where components are defined by finite zigzags. Precomposition by $v:e\to e^{\prime }$ gives a functor $(e^{\prime }\downarrow H)\to (e\downarrow H)$ and therefore a map $P(v):P(e^{\prime })\to P(e)$. Identity and composition laws make $P$ a categorical presheaf. This is a set-valued construction when the relevant comma categories are small or have only a set of components, as in the usual small-category convention for this factorization.

Take $\mathcal{D}$ to be the category of elements of this presheaf. Its objects are pairs $(e,S)$ with $S\in P(e)$; a morphism $(e,S)\to (e^{\prime },S^{\prime })$ is an arrow $v:e\to e^{\prime }$ satisfying $P(v)(S^{\prime })=S$. Define $G:\mathcal{D}\to \mathcal{E}$ by forgetting $S$. Given $v:e\to e^{\prime }$ and an object $(e^{\prime },S^{\prime })$, the unique lift into that object has source $(e,P(v)(S^{\prime }))$ and underlying arrow $v$. This proves that $G$ is a discrete fibration.

Define $F(c)=(Hc,[(c,1_{Hc})])$. For $t:c\to c^{\prime }$, take $F(t)=Ht$. The arrow $t$ in $(Hc\downarrow H)$ joins $(c,1_{Hc})$ to $(c^{\prime },Ht)$, so the required component equation holds. It follows that $F$ is a functor and $GF=H$.

Finally, an object of $((e,S)\downarrow F)$ is a pair $(c,v:e\to Hc)$ whose component in $(e\downarrow H)$ is $S$. Its morphisms are exactly the morphisms of that comma category between objects in $S$. Consequently $((e,S)\downarrow F)$ is precisely the full connected component $S$, and is nonempty and connected. Thus $F$ is final, and every such functor factors as a final functor followed by a discrete fibration.