In Awodey's book I read a slick proof that right adjoints preserve limits. If $F:\mathcal{C}\to \mathcal{D}$ and $G:\mathcal{D}\to \mathcal{C}$ is a pair of functors such that $(F,G)$ is an adjunction, then if $D:I\to \mathcal{D}$ is a diagram that has a limit, we have, for every $A\in \mathcal{C}$,
$\begin{align*} \hom_\mathcal{C} (A, G(\varprojlim D)) &\simeq \hom_{\mathcal{D}} (F(A),\varprojlim D)\\ & \simeq \varprojlim \hom_{\mathcal{D}}(F(A),D)\\& \simeq \varprojlim \hom_{\mathcal{C}}(A,GD) \\& \simeq \hom_{\mathcal{C}}(A,\varprojlim GD)\end{align*}$
because representables preserve limits. Whence, by Yoneda lemma, $G(\varprojlim D)\simeq \varprojlim GD$.
This is very slick, but I can't really see why the proof is finished. Yes, we proved that the two objects are isomorphic, but a limit is not just an object... Don't we need to prove that the isomorphism also respects the natural maps? That is,
if $\varphi:G(\varprojlim D)\to \varprojlim GD$ is the isomorphism, and $\alpha_i: \varprojlim D \to D_i$, $\beta_i:\varprojlim GD \to GD_i$ are the canonical maps for all $i\in I$, do we have that $\beta_i\varphi=G(\alpha_i)$?
I don't see how this follows from Awodey's proof. How can we deduce it?
The proof is very nice, but one needs to be absolutely clear about what needs to be proven in order to understand it. The claim is, if $\lambda_i : \varprojlim D \to D_i$ is a limiting cone in $\mathcal{D}$, then $G \lambda_i : G(\varprojlim D) \to G D_i$ is a limiting cone in $\mathcal{C}$. We do not postulate the existence of $\varprojlim G D$; this is what we are going to prove.
So suppose we are given a cone $\mu_i : X \to G D_i$ in $\mathcal{C}$. This yields a cone of hom-sets $$(\mu_i)_* : \mathcal{C}(A, X) \to \mathcal{C}(A, G D_i)$$ and since $\varprojlim \mathcal{C}(A, G D_i) \cong \mathcal{C}(A, G(\varprojlim D))$ naturally in $A$ (by the argument you cited), by the Yoneda lemma it follows that there is a unique natural transformation $\varphi_* : \mathcal{C}(-, X) \Rightarrow \mathcal{C}(-, G(\varprojlim D))$ such that $$(\mu_i)_* = (G \lambda_i)_* \circ \varphi_*$$ where $\varphi_*$ comes from a morphism $\varphi : X \to G(\varprojlim D)$. Thus $G \lambda_i : G(\varprojlim D) \to G D_i$ is indeed a limiting cone.