We know that
$$\frac{\partial S}{\partial y} = \lim_{\delta y\rightarrow0}\left(\frac{S(x, y+\delta y)-S(x,y)}{\delta y}\right)$$
Hence,
$$\begin {align} \lim_{x\rightarrow0}\left(\frac{\partial S}{\partial y}\right) & = \lim_{x\rightarrow0}\left(\lim_{\delta y\rightarrow0}\left(\frac{S(x, y+\delta y)-S(x,y)}{\delta y}\right)\right)\\
&=\lim_{\delta y\rightarrow 0}\left(\lim_{x\rightarrow0}\left(\frac{S(x, y+\delta y)-S(x,y)}{\delta y}\right)\right)\\
&=\lim_{\delta y\rightarrow0}\left(\frac{\displaystyle{\lim_{x\rightarrow0}}(S(x,y+\delta y))-\displaystyle{\lim_{x\rightarrow0}}(S(x, y))}{\delta y}\right)\\
&=\lim_{\delta y \rightarrow0}\left(\frac{0-0}{\delta y}\right)\\
&=0
\end{align}$$
Hence the proof is complete.