I have been reading Peter Smith's Gentle Intro to Category Theory and I don't understand this proof.
I think I understand the idea of whiskering in general, but in Smith's example I am not too sure what the $X$ is: is $X$ an arrow from $\mathscr C$ and being fed into the composition $J \alpha$? eg. if we are imposing $J \alpha$ on $J\circ F$, then $J\circ F_X$ is being mapped to $J\circ G_X$?
I got lost at 'these components are all isomorphisms'; I see how $J\alpha$ comes about (not so much about $J\alpha_X$, but that's Q1 above), and one of a prior theorems proved that functor preserves isomorphisms, but I don't see how $J\alpha_X$'s are all isomorphisms. (Perhaps because I am not too sure what it is)
Could anyone help please? Thank you so much! (If anyone could please also add a few comments on the proof on the whole to aid understanding that would be really helpful)


$\alpha : F \Rightarrow G$ is a natural transformation and $X$ is some object of $\mathscr C$: remember that a natural transformation is a family of morphisms, indexed over the objects of the domain, so really we're parameterising over all objects $X \in \mathscr C$. The whiskering $J \alpha : \mathscr C \Rightarrow \mathscr E$ is also a natural transformation, which is formed by applying $J : \mathscr D \to \mathscr E$ to each $\alpha_X : FX \to GX$ to get a family of morphisms $J (\alpha_X) : JFX \to JGX$. We usually simply write this as $J \alpha_X$.
Now let us assume $\alpha : F \Rightarrow G$ is a natural isomorphism, which means that each morphism $\alpha_X : FX \to GX$ is an isomorphism. The whiskering $(J \alpha)_X : JFX \to JGX$ is formed by applying $J$ to each $\alpha_X$. As you point out, applying functors preserves isomorphisms (more generally, they preserve commutative diagrams), so if $\alpha_X$ is an isomorphism, then so is $J(\alpha_X)$. This is the statement of Theorem 107: whiskering a natural isomorphism by any functor gives you another natural isomorphism.