Supporting triangle for Nash bargaining ($z_1,z_2\ge -M,z_1+z_2\le 2$)

Normalize a positive Nash product maximizer and the disagreement point to $(1,1)$ and zero. The first-order product inequality along every feasible segment places the transformed set in $z_1+z_2\le 2$. Compactness allows a symmetric containing triangle with finite lower coordinate bounds. Bargaining symmetry and Pareto efficiency choose $(1,1)$ in that triangle; bargaining independence of irrelevant alternatives transfers this choice to the original normalized set. Positive affine invariance in bargaining then proves the full characterization.