$\def\e{\mathrm{e}}\def\i{\mathrm{i}}\def\R{\mathbb{R}}\def\peq{\mathrel{\phantom{=}}{}}$This proof utilizes the given result that $S_r(z) = 0 \Longrightarrow |z| = r$ and\begin{gather*}
S_r(r\e^{\i θ}) = 2r^{4m - 1} \e^{2\i mθ} (r\cos(2mθ) + \cos(2(m - 1)θ)). \quad \forall θ \in \R
\end{gather*}
Lemma: If $\{T_n(x)\}$ are Chebyshev polynomials defined by$$
T_0(x) = 1, \quad T_1(x) = x, \quad T_{n + 1}(x) = 2x T_n(x) - T_{n - 1}(x), \quad \forall n \geqslant 1
$$
then$$
T_{2m}(x) = (-1)^m m \sum_{k = 0}^m \frac{(-1)^k}{2m - k} \binom{2m - k}{k} (4(1 - x^2))^{m - k}.
$$
Proof: It is known that$$
T_{2m}(x) = m \sum_{k = 0}^m \frac{(-1)^k}{2m - k} \binom{2m - k}{k} (2x)^{2m - 2k}
$$
and $T_{2m}(\cos θ) = \cos(2mθ)$ for $θ \in \R$ (See, e.g. here). Thus for $θ \in \left( 0, \dfrac{π}{2} \right)$,\begin{gather*}
T_{2m}(\sin θ) = T_{2m}\left( \cos\left( θ - \frac{π}{2} \right) \right)\\
= \cos(2mθ - mπ) = (-1)^m \cos(2mθ) = (-1)^m T_{2m}(\cos θ),
\end{gather*}
which implies that for $x \in (0, 1)$,\begin{align*}
&\peq T_{2m}(x) = (-1)^m T_{2m}(\sqrt{1 - x^2})\\
&= m \sum_{k = 0}^m \frac{(-1)^k}{2m - k} \binom{2m - k}{k} (2\sqrt{1 - x^2})^{2m - 2k}\\
&= m \sum_{k = 0}^m \frac{(-1)^k}{2m - k} \binom{2m - k}{k} (4(1 - x^2))^{m - k}.
\end{align*}
Note that both $T_{2m}(x)$ and $m \sum\limits_{k = 0}^m \dfrac{(-1)^k}{2m - k} \dbinom{2m - k}{k} (4(1 - x^2))^{m - k}$ are polynomials of $x$, therefore the above identity holds for all $x \in \R$. $\quad\square$
Now return to the question. Since\begin{gather*}
\frac{1}{r^{2m - 1}} R_r(r^2 \sin^2 θ) = 2r (\sin^2 θ)^m - \left( mr + \frac{1}{2} \right) (\sin^2 θ)^{m - 1}\\
+ \sum_{k = 2}^m \frac{(-1)^k}{4^{k - 1}} \left( \frac{m}{k} \binom{2m - k - 1}{k - 1} r + \frac{m - 1}{k - 1} \binom{2m - k - 2}{k - 2} \right) (\sin^2 θ)^{m - k},
\end{gather*}
it suffices to prove that if $r\cos(2mθ) + \cos(2(m - 1)θ) = 0$, then\begin{gather*}
2r (\sin^2 θ)^m - \left( mr + \frac{1}{2} \right) (\sin^2 θ)^{m - 1}\\
+ \sum_{k = 2}^m \frac{(-1)^k}{4^{k - 1}} \left( \frac{m}{k} \binom{2m - k - 1}{k - 1} r + \frac{m - 1}{k - 1} \binom{2m - k - 2}{k - 2} \right) (\sin^2 θ)^{m - k} = 0.
\end{gather*}
By the lemma,\begin{align*}
&\peq 2 (\sin^2 θ)^m - m(\sin^2 θ)^{m - 1} + \sum_{k = 2}^m \frac{(-1)^k}{4^{k - 1}} · \frac{m}{k} \binom{2m - k - 1}{k - 1} (\sin^2 θ)^{m - k}\\
&= 2 (\sin^2 θ)^m - m(\sin^2 θ)^{m - 1} + \sum_{k = 2}^m \frac{(-1)^k}{4^{k - 1}} · \frac{m}{2m - k} \binom{2m - k}{k} (\sin^2 θ)^{m - k}\\
&= \sum_{k = 0}^m \frac{(-1)^k}{4^{k - 1}} · \frac{m}{2m - k} \binom{2m - k}{k} (\sin^2 θ)^{m - k}\\
&= \frac{1}{4^{m - 1}} · m \sum_{k = 0}^m \frac{(-1)^k}{2m - k} \binom{2m - k}{k} (4(1 - \cos^2 θ))^{m - k}\\
&= \frac{1}{4^{m - 1}} · (-1)^m T_{2m}(\cos θ) = \frac{(-1)^m}{4^{m - 1}} \cos(2mθ),
\end{align*}\begin{align*}
&\peq {-}\frac{1}{2} (\sin^2 θ)^{m - 1} + \sum_{k = 2}^m \frac{(-1)^k}{4^{k - 1}} · \frac{m - 1}{k - 1} \binom{2m - k - 2}{k - 2} (\sin^2 θ)^{m - k}\\
&= -\frac{1}{2} (\sin^2 θ)^{m - 1} + \sum_{k = 2}^m \frac{(-1)^k}{4^{k - 1}} · \frac{m - 1}{2m - k - 1} \binom{2m - k - 1}{k - 1} (\sin^2 θ)^{m - k}\\
&= \sum_{k = 1}^m \frac{(-1)^k}{4^{k - 1}} · \frac{m - 1}{2m - k - 1} \binom{2m - k - 1}{k - 1} (\sin^2 θ)^{m - k}\\
&= -\frac{1}{4^{m - 1}} · (m - 1) \sum_{k = 0}^{m - 1} \frac{(-1)^k}{2(m - 1) - k} \binom{2(m - 1) - k}{k} (4(1 - \cos^2 θ))^{(m - 1) - k}\\
&= -\frac{1}{4^{m - 1}} · (-1)^{m - 1} T_{2(m - 1)}(\cos θ) = \frac{(-1)^m}{4^{m - 1}} \cos(2(m - 1)θ),
\end{align*}
so\begin{align*}
&\peq 2r (\sin^2 θ)^m - \left( mr + \frac{1}{2} \right) (\sin^2 θ)^{m - 1}\\
&\peq + \sum_{k = 2}^m \frac{(-1)^k}{4^{k - 1}} \left( \frac{m}{k} \binom{2m - k - 1}{k - 1} r + \frac{m - 1}{k - 1} \binom{2m - k - 2}{k - 2} \right) (\sin^2 θ)^{m - k}\\
&= \left( 2 (\sin^2 θ)^m - m(\sin^2 θ)^{m - 1} + \sum_{k = 2}^m \frac{(-1)^k}{4^{k - 1}} · \frac{m}{k} \binom{2m - k - 1}{k - 1} (\sin^2 θ)^{m - k} \right) r\\
&\peq + \left( -\frac{1}{2} (\sin^2 θ)^{m - 1} + \sum_{k = 2}^m \frac{(-1)^k}{4^{k - 1}} · \frac{m - 1}{k - 1} \binom{2m - k - 2}{k - 2} (\sin^2 θ)^{m - k} \right)\\
&= \frac{(-1)^m}{4^{m - 1}} \cos(2mθ) · r + \frac{(-1)^m}{4^{m - 1}} \cos(2(m - 1)θ)\\
&= \frac{(-1)^m}{4^{m - 1}} (r\cos(2mθ) + \cos(2(m - 1)θ)) = 0.
\end{align*}