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Write $\chi$ for the red-blue finite colouring of unordered pairs. The two alternatives concern one arithmetic progression or a pair of disjoint arithmetic progressions; they need not be mutually exclusive. For $m=1$, a singleton already has no non-blue edge, so the first alternative holds. Assume henceforth $m\ge 2$.

If the first alternative fails, every $m$-term arithmetic progression contains a red pair. Label each $(a,d)\in {\mathbb{N}}^2$ by one such pair's positions $0\le r<s<m$, choosing the first in a fixed ordering when there are several. This is a finite colouring with at most $\left(\genfrac{}{}{0ex}{}{m}{2}\right)$ colours. The following two branches establish the arithmetic-progression bipartite Ramsey dichotomy.

For $a<b$, give the pair $\{a,b\}$ the color determined by $v_2(b-a)\mathrm{mod}2$, where $v_2$ is the 2-adic valuation: use red for even valuation and blue for odd valuation. This finite coloring works because the pairs $\{a,a+d\}$ and $\{a,a+2d\}$ have valuations $v_2(d)$ and $v_2(d)+1$. They therefore have opposite colors. In particular, no three-term arithmetic progression has all its pairs monochromatic.

For the second assertion, $m=1$ is immediate: every singleton is a blue complete arithmetic progression, since it has no pairs to check. Assume $m\ge 2$. If some $m$-term arithmetic progression has all its pairs blue, we are done. Otherwise, every such arithmetic progression contains a red pair. For each $(a,d)\in {\mathbb{N}}^2$, choose, say lexicographically, indices $0\le r<s<m$ for which $\{a+rd,a+sd\}$ is red, and color $(a,d)$ by this chosen pair $(r,s)$. This is a finite coloring with at most $\left(\genfrac{}{}{0ex}{}{m}{2}\right)$ colors.

We need a lattice pattern that works whichever pair becomes the common color. Fix, before applying the Gallai theorem for an integer lattice, the finite setTranslate $F$ into the positive quadrant and apply the Gallai theorem for an integer lattice to that translated pattern. Absorbing the translation into the base point gives integers $a_0,d_0$ and $q>0$ such that $(a_0,d_0)+qF\subseteq {\mathbb{N}}^2$ is monochromatic. Write $(r,s)$ for its common color. Since $(0,0)\in F$, the base point itself has positive coordinates.

For each $0\le i,j<m$, the parameter pointbelongs to that monochromatic copy and has chosen red pair $(r,s)$. Its red endpoints simplify toConsequently, puttinggives two $m$-term arithmetic progressions of positive common difference $q(s-r)$, with every cross-pair red. These arithmetic progressions really are disjoint: the parameter point corresponding to $i=m-1,j=0$ has positive second coordinate, so $d_0>q(m-1)$. HenceThis proves the arithmetic-progression bipartite Ramsey dichotomy, including the required disjointness.