The associator of the coproduct of sets is the natural isomorphism
\[ \alpha ^{\mathsf{Sets},\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}} \colon \mathord {\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}}\circ {(\mathord {\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}}\times \operatorname {\mathrm{id}}_{\mathsf{Sets}})} \mathbin {\overset {\mathord {\sim }}{\Longrightarrow }}\mathord {\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}}\circ {(\operatorname {\mathrm{id}}_{\mathsf{Sets}}\times \mathord {\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}})}\circ {\mathbf{\alpha }^{\mathsf{Cats}}_{\mathsf{Sets},\mathsf{Sets},\mathsf{Sets}}}, \]
as in the diagram
whose component
\[ \alpha ^{\mathsf{Sets},\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}}_{X,Y,Z} \colon (X\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}Y)\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}Z \overset {\scriptstyle \mathord {\sim }}{\dashrightarrow }X\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}(Y\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}Z) \]
at $(X,Y,Z)$ is given by
\begin{align*} \alpha ^{\mathsf{Sets},\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}}_{X,Y,Z}(a)\mathrel {\smash {\overset {\mathclap {\scriptscriptstyle \text{def}}}=}}\begin{cases} (0,x) & \text{if $a=(0,(0,x))$,}\\ (1,(0,y)) & \text{if $a=(0,(1,y))$,}\\ (1,(1,a)) & \text{if $a=(1,z)$} \end{cases}\end{align*}
for each $a\in (X\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}Y)\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}Z$.
Unwinding the Definitions of $(X\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}Y)\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}Z$ and $X\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}(Y\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}Z)$
Firstly, we unwind the expressions for $(X\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}Y)\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}Z$ and $X\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}(Y\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}Z)$. We have
\begin{align*} (X\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}Y)\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}Z & \mathrel {\smash {\overset {\mathclap {\scriptscriptstyle \text{def}}}=}}\left\{ (0,a)\in S\ \middle |\ a\in X\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}Y\right\} \cup \left\{ (1,z)\in S\ \middle |\ z\in Z\right\} \\ & = \left\{ (0,(0,x))\in S\ \middle |\ x\in X\right\} \cup \left\{ (0,(1,y))\in S\ \middle |\ y\in Y\right\} \\ & \phantom{={}} \mkern 4mu\cup \left\{ (1,z)\in S\ \middle |\ z\in Z\right\} , \end{align*}
where $S=\left\{ 0,1\right\} \times ((X\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}Y)\cup Z)$ and
\begin{align*} X\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}(Y\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}Z) & \mathrel {\smash {\overset {\mathclap {\scriptscriptstyle \text{def}}}=}}\left\{ (0,x)\in S'\ \middle |\ x\in X\right\} \cup \left\{ (1,a)\in S'\ \middle |\ a\in Y\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}Z\right\} \\ & = \left\{ (0,x)\in S'\ \middle |\ x\in X\right\} \cup \left\{ (1,(0,y))\in S'\ \middle |\ y\in Y\right\} \\ & \phantom{={}} \mkern 4mu\cup \left\{ (1,(1,z))\in S’\ \middle |\ z\in Z\right\} , \end{align*}
where $S'=\left\{ 0,1\right\} \times (X\cup (Y\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}Z))$.
Invertibility
The inverse of $\alpha ^{\mathsf{Sets},\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}}_{X,Y,Z}$ is the map
\[ \alpha ^{\mathsf{Sets},\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }},-1}_{X,Y,Z}\colon X\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}(Y\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}Z)\to (X\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}Y)\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}Z \]
given by
\begin{align*} \alpha ^{\mathsf{Sets},\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }},-1}_{X,Y,Z}(a)\mathrel {\smash {\overset {\mathclap {\scriptscriptstyle \text{def}}}=}}\begin{cases} (0,(0,x)) & \text{if $a=(0,x)$,}\\ (0,(1,y)) & \text{if $a=(1,(0,y))$,}\\ (1,z) & \text{if $a=(1,(1,z))$} \end{cases}\end{align*}
for each $a\in X\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}Y(\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}Z)$. Indeed:
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Invertibility I. The map $\alpha ^{\mathsf{Sets},\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }},-1}_{X,Y,Z}\circ \alpha ^{\mathsf{Sets},\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}}_{X,Y,Z}$ acts on elements as
\begin{align*} & \mkern 40mu\mathclap {(0,(0,x))}\mkern 40mu \mapsto \mkern 40mu\mathclap {(0,x)} \mkern 40mu \mapsto \mkern 40mu\mathclap {(0,(0,x))}\mkern 35mu\mathrlap {,}\\ & \mkern 40mu\mathclap {(0,(0,y))}\mkern 40mu \mapsto \mkern 40mu\mathclap {(1,(0,y))}\mkern 40mu \mapsto \mkern 40mu\mathclap {(0,(0,y))}\mkern 35mu\mathrlap {,}\\ & \mkern 40mu\mathclap {(1,z)}\mkern 40mu \mapsto \mkern 40mu\mathclap {(1,(1,z))}\mkern 40mu \mapsto \mkern 40mu\mathclap {(1,z)} \end{align*}
and hence is equal to the identity map of $(X\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}Y)\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}Z$.
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Invertibility II. The map $\alpha ^{\mathsf{Sets},\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}}_{X,Y,Z}\circ \alpha ^{\mathsf{Sets},\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }},-1}_{X,Y,Z}$ acts on elements as
\begin{align*} & \mkern 40mu\mathclap {(0,x)}\mkern 40mu \mapsto \mkern 40mu\mathclap {(0,(0,x))}\mkern 40mu \mapsto \mkern 40mu\mathclap {(0,x)}\mkern 20mu\mathrlap {,}\\ & \mkern 40mu\mathclap {(1,(0,y))}\mkern 40mu \mapsto \mkern 40mu\mathclap {(0,(0,y))}\mkern 40mu \mapsto \mkern 40mu\mathclap {(1,(0,y))}\mkern 35mu\mathrlap {,}\\ & \mkern 40mu\mathclap {(1,(1,z))}\mkern 40mu \mapsto \mkern 40mu\mathclap {(1,z)}\mkern 40mu \mapsto \mkern 40mu\mathclap {(1,(1,z))}\mkern 40mu \end{align*}
and hence is equal to the identity map of $X\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}(Y\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}Z)$.
Therefore $\alpha ^{\mathsf{Sets},\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}}_{X,Y,Z}$ is indeed an isomorphism.
Naturality
We need to show that, given functions
\begin{align*} f & \colon X \to X',\\ g & \colon Y \to Y',\\ h & \colon Z \to Z’ \end{align*}
the diagram
commutes. Indeed, this diagram acts on elements as and hence indeed commutes, showing $\alpha ^{\mathsf{Sets},\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}}$ to be a natural transformation.
Being a Natural Isomorphism
Since $\alpha ^{\mathsf{Sets},\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}}$ is natural and $\alpha ^{\mathsf{Sets},\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }},-1}$ is a componentwise inverse to $\alpha ^{\mathsf{Sets},\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}}$, it follows from Chapter 11: Categories, Item 2 of Proposition 11.9.7.1.2 that $\lambda ^{\mathsf{Sets},-1}$ is also natural. Thus $\alpha ^{\mathsf{Sets},\mathchoice {\mathbin {\textstyle \coprod }}{\mathbin {\textstyle \coprod }}{\mathbin {\scriptstyle \textstyle \coprod }}{\mathbin {\scriptscriptstyle \textstyle \coprod }}}$ is a natural isomorphism.
