 Solution

For each of the $2d$ coordinate faces $F$ of $B(N)$, define the increasing event $A_F(m,N)$ that an open path in a graph lying in $B(N)$ joins $B(m)$ to $F$. Their union is exactly the event of connection from $B(m)$ to $\partial B(N)$ within $B(N)$. The bond percolation law and the centered boxes are invariant under coordinate permutations and sign changes, so all $2d$ events have the same probability.

Apply the square-root trick for positively associated events from part (a), with $2d$ in place of the number of events. If ${\delta }_m=1-{\mathbb{P}}_p(D_m)$, part (b.i) gives, for every $N=m+n$,In particular this holds for the left and right faces, and it proves the stronger statement in which each connecting path in a graph stays inside the outer box.