whatisreality said:
What I don't understand is why I can relabel an index in just one term, without also making the swap in all the rest.
Because summation is linear. Writing out the sums explicitly, you would have (only writing out the two relevant terms)
$$
\Gamma_{\mu\nu}^\varepsilon S^\nu_\varepsilon - \Gamma_{\mu\varepsilon}^\nu S^\varepsilon_\nu
= \sum_\nu \sum_\varepsilon (\Gamma_{\mu\nu}^\varepsilon S^\nu_\varepsilon - \Gamma_{\mu\varepsilon}^\nu S^\varepsilon_\nu)
= \sum_\nu \sum_\varepsilon \Gamma_{\mu\nu}^\varepsilon S^\nu_\varepsilon - \sum_\nu \sum_\varepsilon \Gamma_{\mu\varepsilon}^\nu S^\varepsilon_\nu.
$$
whatisreality said:
If the epsilon in the third term is completely unrelated to the epsilon in the second term, then maybe I can see why they can just be changed. But if they're completely different, then why choose the same symbol for them? Isn't that like me writing ##x + y + x^2 = 9## and then saying the first ##x## and the ##x## in ##x^2## are completely different?
No, it is not the same. Your ##x## is not a dummy variable, it is an actual variable of your equation. If you integrated over ##x## it would be a dummy variable and you could change it for another variable ##t## in one of the terms (assuming you also change the integration in that term to be over ##t## instead of ##x##, just as here you change the sum over one dummy index to the sum over the dummy index you replace it by - the difference here is that you have sums over two dummy indices and you change them so you get the same sums in the end).
If you feel uncomfortable changing both directly. Start by changing one in the second term to a completely unrelated index. Note that, if the indices run over ##n## values, you would have (skipping some indices for brevity)
$$
\Gamma_{\mu\nu}^\varepsilon S^\nu_\varepsilon = \Gamma_{\mu 1}^\varepsilon S^1_\varepsilon + \Gamma_{\mu 2}^\varepsilon S^2_\varepsilon + \ldots + \Gamma_{\mu n}^\varepsilon S^n_\varepsilon,
$$
which is exactly the same thing you would get if you expanded the sum over ##\rho## in ##\Gamma_{\mu\rho}^\varepsilon S^\rho_\varepsilon## in the same fashion and so you can replace ##\nu\to \rho##. Then change ##\varepsilon \to \nu## in the same manner and finally ##\rho \to \varepsilon##.