If $f'(g(x))$ and $g'(x)$ both exist, then
$$f'(g(x))=\lim_{\Delta g(x)\to 0}\frac{\Delta f(g(x))}{\Delta g(x)}\stackrel{(1)}\implies \frac{\Delta f(g(x))}{\Delta g(x)}=f'(g(x))+\alpha(\Delta x),$$
where $\lim_{\Delta x\to 0}\alpha(\Delta x)=0$.
$$\Delta f(g(x))=f'(g(x))\cdot \Delta g(x)+\alpha(\Delta x)\cdot \Delta g(x)$$
$$\frac{\Delta f(g(x))}{\Delta x}=f'(g(x))\cdot \frac{\Delta g(x)}{\Delta x}+\alpha(\Delta x)\cdot \frac{\Delta g(x)}{\Delta x}$$
Now take the limit as $\Delta x\to 0$ of both sides:
$$(f\circ g)'(x)=f'(g(x))g'(x)+0\cdot g'(x)=f'(g(x))g'(x)\ \ \ \square$$
$(1)$ is a known fact I've proved. Would you leave all the notation and math details as it is or would you change anything? $\Delta f(g(x))$ is a bit suspicious. Is everything fine?