No, no, no. The way the proof works is this: First, assume that a > 0. Demonstrate that under that assumption, one can derive a contradiction (the contradiction, in this case, being that for any epsilon > 0, a < epsilon, but that there exists an epsilon [namely, a/2] such that a > epsilon [and therefore such that a is not less than epsilon]). Then, having demonstrated that the assumption that a > 0 leads to a contradiction, one concludes that the assumption must be false.
At this point, one is done with the assumption that a > 0--he is no longer assuming it. The assumption is discharged.
Once one has concluded that the assumption is false (and has discharged it), one concludes that the assumption's negation must be true. The negation of the assumption that a > 0 is that a is not > 0. Since a is selected from the nonnegative reals, this leaves only a = 0. It's true that a/2 is then 0, too, but a/2 is no longer being identified with epsilon. That part is finished--done with--over. That was done only in the conditional proof, in which it was assumed that a was > 0. Once the conditional proof's assumption was discharged, epsilon's being identified with a/2 was over, too.