Solution (source code)

= Solution

Fix $W\Subset V\Subset U$. The standard local regularization of the maximal <graph norm> domain supplies smooth compactly supported approximants $u_k$ on $V$ such that
$$
u_k\longrightarrow u\quad\text{in }H^1(V),
\qquad
Lu_k\longrightarrow Lu\quad\text{in }L^2(V).
$$
Apply part 4(c), with $V$ as the outer domain, to $u_k-u_m$. It gives
$$
\|D^2(u_k-u_m)\|_{L^2(W)}
\leq C\left(\|L(u_k-u_m)\|_{L^2(V)}
+\|u_k-u_m\|_{H^1(V)}\right)\longrightarrow0.
$$
Thus $(u_k)$ is Cauchy in $H^2(W)$. Its $H^1$ limit is $u$, so $u\in H^2(W)$. Since $W\Subset U$ was arbitrary, the definition of a <Local Sobolev space> gives
$$
\boxed{u\in H^2_{\mathrm{loc}}(U).}
$$
This is the <Interior H2 regularity for continuous nondivergence coefficients>.