Local product coordinates for a closed subgroup ($F(U,V)=\exp U\exp V,\mathfrak{g}=\mathfrak{m}\oplus \mathfrak{h}$)

Choose a vector subspace $\mathfrak{m}$ complementary to the Lie algebra of a closed subgroup $H$. The differential of $F$ at $(0,0)$ is $(U,V)\mapsto U+V$, so the inverse function theorem makes $F$ a local diffeomorphism. Sufficiently small nonzero $U\in \mathfrak{m}$ cannot satisfy $\exp U\in H$: otherwise limit directions of a closed subgroup give a nonzero element of $\mathfrak{m}\cap \mathfrak{h}$. Consequently $H$ is locally exactly the coordinate slice $U=0$, proving that it is an embedded submanifold.