For integer $n\ge3$, let $A=x_1+x_2+\cdots +x_n$, define $S_n(k)$:
- $S_n(0)=A^n$
- for $0<k\le n$, $\displaystyle
S_n(k)=\sum_{\{i_1,i_2,\ldots,i_k\}\subseteq\{1,2,\ldots,n\}}\bigl(A-2(x_{i_1}+x_ {i_2}+\cdots+x_{i_k})\bigr)^n$
where $\{i_1,i_2,\ldots,i_k\}$ are distinct.
@kuing conjectured that $$ S_n(0)-S_n(1)+S_n(2)-S_n(3)+\cdots+(-1)^nS_n(n)=2^nn!\cdot x_1x_2\cdots x_n, $$ When $n=3$, let $(x_1,x_2,x_3)=(a,b,c)$, then \begin{align} S_3(0)&=(a+b+c)^3,\\ S_3(1)&=(-a+b+c)^3+(a-b+c)^3+(a+b-c)^3,\\ S_3(2)&=(-a-b+c)^3+(-a+b-c)^3+(a-b-c)^3,\\ S_3(3)&=(-a-b-c)^3, \end{align} We have $$ S_3(0)-S_3(1)+S_3(2)-S_3(3)=48abc. $$ When $n=4$, let $(x_1,x_2,x_3,x_4)=(a,b,c,d)$, then \begin{align} S_4(0)={}&(a+b+c+d)^4,\cr S_4(1)={}&(-a+b+c+d)^4+(a-b+c+d)^4+(a+b-c+d)^4+(a+b+c-d)^4,\cr S_4(2)={}&2[(-a-b+c+d)^4+(-a+b-c+d)^4+(-a+b+c-d)^4],\cr S_4(3)={}&(-a-b-c+d)^4+(a-b-c-d)^4+(-a-b+c-d)^4+(-a+b-c-d)^4\cr S_4(4)={}&(-a-b-c-d)^4, \end{align} We have $$ S_4(0)-S_4(1)+S_4(2)-S_4(3)+S_4(4) =384abcd. $$ The identity for $n=3$ is easy to prove:
The expression is of degree $3$, and vanishes when $a=0$: each term with $a$ cancels the term with $-a$ on the next line: \begin{array}{l} S_3(0)&=(a+b+c)^3\cr S_3(1)&=(-a+b+c)^3&+(a-b+c)^3&+(a+b-c)^3\cr S_3(2)&=&+(-a-b+c)^3&+(-a+b-c)^3&+(a-b-c)^3\cr S_3(3)&=&&&+(-a-b-c)^3 \end{array} By symmetry it also vanishes when $b=0,c=0$, and therefore must be equal to $Cabc$.
The identity for $n=4$ can be proved using the same method: each term with $a$ cancels the term with $-a$ on the next line: \begin{array}{l} S_4(0)={}&(a+b+c+d)^4\cr S_4(1)={}&(-a+b+c+d)^4&+(a-b+c+d)^4&+(a+b-c+d)^4&+(a+b+c-d)^4\cr S_4(2)={}&&(-a-b+c+d)^4&+(-a+b-c+d)^4&+(-a+b+c-d)^4\cr &&+(a+b-c-d)^4&+(a-b+c-d)^4&+(a-b-c+d)^4\cr S_4(3)={}&(a-b-c-d)^4&+(-a+b-c-d)^4&+(-a-b+c-d)^4&+(-a-b-c+d)^4\cr S_4(4)={}&(-a-b-c-d)^4 \end{array} Do you think this method can be generalized to prove the identity for all $n\ge3$?
Also, taking $x_1=\dots=x_n=1$ we get $$2^nn!=\sum _{k=0}^n (-1)^k (n-2 k)^n \binom{n}{k}$$
A natural extension of your method, with some extra notation, can be used to prove the identity.
Let $G$ denote the set of $\{-1,1\}$-sequences of length $n$, and let $t(s)$ denote the number of $-1$s in $s$. Then $$S_n(k)=\sum_{\substack{s\in G_n\\t(s)=k}}(s\cdot x)^n;$$ this gives $$S_n(0)-S_n(1)+\cdots+(-1)^nS_n(n)=\sum_{s\in G}(-1)^{t(s)}(s\cdot x)^n.$$ Given a polynomial $f$ of degree at most $n$, let $$c_n(f;x_1,\dots,x_n)=\sum_{s\in G_n}(-1)^{t(s)}f(s\cdot x).$$ We claim that $$c_n(f)=2^nn!\cdot(\text{degree-$n$ coefficient of $f$})\cdot(x_1\cdots x_n),$$ in line with the conjectures of the main post. The base case of $n=0$ follows from the easy computation $c_0(f)=1$.
To show this, we use induction on $n$. We have, letting $y=(x_1,\dots,x_{n-1})$, that $$c_n(f;x_1,\dots,x_n)=\sum_{s\in G_{n-1}}(-1)^{t(s)}\big(f(s\cdot y+x_n)-f(s\cdot y-x_n)\big);$$ letting $f_{x_n}$ be defined so that $f_{x_n}(u)=f(u+x_n)-f(u-x_n)$, this shows $$c_n(f;x_1,\dots,x_n)=c_{n-1}(f_{x_n},x_1,\dots,x_{n-1}).$$ This lets us reduce the number of variables and the degree of the polynomial considered. Since $f_{x_n}$ has degree at most $\deg f-1\leq n-1$, our inductive hypothesis implies $$c_n(f;x_1,\dots,x_n)=2^{n-1}(n-1)!\cdot(\text{degree $n-1$ coefficient of $f_{x_n}$})\cdot x_1\cdots x_{n-1}.$$ Let $f(u)=a_nu^n+a_{n-1}u^{n-1}+\cdots$; then \begin{align*} f_{x_n}(u) &=f(u+x_n)-f(u-x_n)\\ &=a_n\big((u+x_n)^n-(u-x_n)^n\big)+a_{n-1}\big((u+x_n)^{n-1}-(u-x_n)^{n-1}\big)+\cdots\\ &=a_n\big(2nx_nu^{n-1}+\cdots\big)+a_{n-1}\big(2(n-1)x_nu^{n-2}+\cdots\big) \end{align*} has degree $n-1$ coefficient $2nx_na_n$. This allows us to complete our induction, as desired.