Proof of Ascoli's theorem

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In the Section 45 of Munkres' Topology, after the classical form of the Ascoli's Theorem have been proven, the author gave an exercise to show the proof is still valid if $\Bbb{R}^n$ is replaced by any metric space in which all closed bounded subspaces are compact.

The classical form of the Ascoli's theorem is as follows:

Theorem. Let $X$ be a compact space and let $(\Bbb{R}^n,d)$ denote the $n$-dimensional Euclidean space with the Euclidean metric. Suppose the space $C(X,\Bbb{R}^n)$ is equipped with the uniform topology. Then a subset $\mathcal{F}\subseteq C(X,\Bbb{R}^n)$ has compact closure if and only if $\mathcal{F}$ is equicontinuous and pointwise bounded under $d$.

The sketch of the proof is as follows:

Sketch of Proof. ($\Longrightarrow$). Suppose that the closure ${\rm Cl}(\mathcal{F})$ is compact. Then it is clearly totally bounded and equicontinuous. In particular, it is bounded so we have $\rho(f,g)\leq M$ for every $f,g\in{\rm Cl}(\mathcal{F})$ where $\rho$ is the sup metric. Then it follows that ${\rm Cl}(\mathcal{F})$ is also pointwise bounded. Since $\mathcal{F}\subseteq{\rm Cl}(\mathcal{F})$, the collection $\mathcal{F}$ is also equicontinuous and pointwise bounded.

($\Longleftarrow$). Assume that $\mathcal{F}$ is equicontinuous and pointwise bounded under $d$. Then it suffices to show that ${\rm Cl}(\mathcal{F})$ is complete and totally bounded. The completeness of ${\rm Cl}(\mathcal{F})$ follows from the completeness of $C(X,\Bbb{R}^n)$. As for the total boundedness, we can easily show that ${\rm Cl}(\mathcal{F})$ is equicontinuous and pointwise bounded as well. Then we can find a closed ball $Y$ large enough centered at origin containing all $g(X)$ where $g\in{\rm Cl}(\mathcal{F})$. The total boundedness of ${\rm Cl}(\mathcal{F})$ follows from the following lemma:

Lemma. Let $X$ and $Y$ be two compact spaces where $Y$ is metrizable by $d$. If a collection $\mathcal{F}\subseteq C(X,Y)$ is equicontinuous under $d$, then $\mathcal{F}$ is totally bounded under both the uniform and sup metrics corresponding to $d$.

As far as I can see, the proof used the property of $\Bbb{R}^n$ twice.

On the one hand, it used the completeness of $\Bbb{R}^n$ when proving the completeness of ${\rm Cl}(\mathcal{F})$, because the completeness of $\Bbb{R}^n$ implies the completeness of $C(X,\Bbb{R}^n)$. Since ${\rm Cl}(\mathcal{F})$ is a closed subspace of $C(X,\Bbb{R}^n)$, it is also complete.

On the other hand, it used the Heine-Borel property of $\Bbb{R}^n$; that is, every closed and bounded subspace of $\Bbb{R}^n$ is compact, to show that the union of $g(X)$ where $g\in{\rm Cl}(\mathcal{F})$ is contained in some compact space of $\Bbb{R}^n$ in order to apply the lemma.

If we replace $\Bbb{R}^n$ by an arbitrary metric space $Z$ satisfying Heine-Borel property, apparently the second part will still go, but I doubt whether the first part is valid. If $Z$ is not complete, can we still deduce that ${\rm Cl}(\mathcal{F})$ is complete?

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If $Z$ is not complete, you can find a counter example to the property using constant functions : Take some bounded subset $C$ of $Z$. Consider the constant functions with values in $C$. This defines an equicontinuous family of pointwise bounded maps. But its closure is not complete.

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There are several extensions of this result, depending on the application. Here is a version that works in many settings:

Theorem: Let $(X,\tau)$ be a compact topological space and let $(S,d)$ be a complete metric space. $\mathcal{F}\subset\mathcal{C}(X,S)$ is relatively compact iff $\mathcal{F}$ is equicontinuous and $\{f(x):f\in\mathcal{F}\}$ is relatively compact in $S$ for each $x\in X$. (metric in $\mathcal{C}(X,S)$ is defined as $\rho(f,g)=\sup_{x\in X}d(f(x),g(x))$.

Here is a paper that has a beautiful proof of the result as quoted above. Section 2 (preliminaries) of the paper contains very nice ideas that you may find useful