Upon reading about some properties of numerators and denominators in a textbook called Continued Fractions (here, chapter 2.3), I was unable to understand the following transmutation of the expression (circled in red in the image link), and highlighted red here:
2.3 Relations between convergents In this section, we see some properties of the simple continued fractions in terms of the numerators and denominators appearing in the convergents.
Theorem 2.4. If $ p_{n} $ and $ q_{n} $ are defined by $ \begin{array}{l} p_{0}=a_{0}, p_{1}=a_{1} a_{0}+1, p_{n}=a_{n} p_{n-1}+p_{n-2} \text { for } 2 \leq n \\ q_{0}=1, q_{1}=a_{1}, q_{n}=a_{n} q_{n-1}+q_{n-2} \text { for } 2 \leq n \end{array} $
then $ \left[a_{0}, a_{1}, \ldots, a_{n}\right]=\frac{p_{n}}{q_{n}} $
Proof. The proof proceeds by induction. The base cases are seen to be true by the assumptions given for $ n=0, n=1 $. Let us assume the statement to be true for some $ m $. Then
$ \left[a_{0}, a_{1}, \ldots a_{m-1}, a_{m}\right]=\frac{p_{m}}{q_{m}}=\frac{a_{m} p_{m-1}+p_{m-2}}{a_{m} q_{m-1}+q_{m-2}} $
Hence, we get
$ \left[a_{0}, a_{1}, \ldots a_{m-1}, a_{m},\color{red}{a_{m+1}}\right]=\left[a_{0}, a_{1}, \ldots a_{m-1}, \color{red}{a_{m}+\frac{1}{a_{m+1}}}\right]$
In addition to not seeing how the equality in the last line was achieved, I was also under the impression that convergents of continued fractions (the quotients in square bracket notation) must by definition always be integers. The marked transmutation makes the last quotient a fraction.
This is an interpretation question, rather than a request for a problem to be solved. Therefore, I personally see no problem answering it, even though the OP has shown no work. If I get downvoted, okay.
Because of the difficulty displaying long continued fractions, I am going to illustrate the OP's question, under the assumption that $m = 3$.
$a_0 +\cfrac{1}{a_1+\cfrac{1}{a_2+\cfrac{1}{a_3 + \cfrac{1}{a_4}}}}$
can be equivalently interpeted as
$a_0 +\cfrac{1}{a_1+\cfrac{1}{a_2+\cfrac{1}{\{a_3 + \frac{1}{a_4}\}}}}$
I am assuming that you intend the coefficients of continued fractions, which are normally expressed as integers, rather than the convergents of continued fractions, which normally have form $\frac{p_n}{q_n}.$
While it's true that the coefficients are normally computed to be integers, you specifically asked how a specific line in a proof can be algebraically justified. As indicated in my continued fraction examples above, the algebra is justified.
In my examples, what this means is that
$$[a_0, a_1, a_2, a_3, a_4]$$
is algebraically equivalent to
$$\left[a_0, a_1, a_2, \left(a_3 + \frac{1}{a_4}\right)\right].$$