Proof $U\setminus W\neq\{\emptyset\}$ and $W\setminus U\neq\{\emptyset\}$ implies $U\cup W$ not a subspace of $V$
Suppose there are $u\in U\setminus W$ and $w\in W\setminus U$. Then $u+w\notin U\cup W$ (we know $u+w\notin U$ because that would imply $w\in U$, being $U$ a subspace, and we can show similarly that $u+w\notin W$).
Therefore, there are $u,w\in U\cup W$ such that $u+w\notin U\cup W$, hence $U\cup W$ is not closed under addition and thus not a subspace.
Proof that $U\cup W\le V$ implies $U\subseteq W$ or $W\subseteq U$
This is just another way to prove the same statement as above.
For all $u\in U, w\in W$, we have $u+w\in U\cup W$. For each such $u,w$, either $u+w\in U$ or $u+w\in W$ (or both). If $w\notin U$, then $u+w\notin U$ (because $u+w\in U$ would imply $(u+w)-u=w\in U$), and therefore $u+w\in W$, which implies $u\in W$.
We conclude that the existence of some $w\in W\setminus U$ implies $u\in W$ for all $u$, that is, $U\subseteq W$. Similarly, one proves that if $U\subseteq W$ is false then $W\subseteq U$.