So this means: it has a divisor not in the initial primes (actually, I think it must have two). But why should it be prime?
I think a given divisor does not need to be prime; but it must not be divisible by an initial prime. I guess this means that either it itself is prime, or it has divisors which in turn are either prime or have divisors etc. None of these divisors are an initial prime, because then they would also be divisors of p+1, which we have established they are not.
So I guess that's the proof... but I don't feel sure of it. There are too many steps, and I'm not 100% sure of them, and can't see the whole. Perhaps I've not covered some possibility in some step - how could I be sure I've covered them all? Maybe as it becomes more familiar, I will come to see it.