(NB: I'm aware that there's plenty of proofs for the Theorem: here I'm rather interested in whether the guessed argument can be brought to an end.)
Trying to generalize the argument in the Example, I'm looking for a proof of:
- the Lemma 2, based on the Lemma 1 and its Corollary;
- the Theorem, based on the Lemma 2.
Example. Let $p=7$. In this case, the general notation below specializes into: \begin{alignat}{1} &s_1=1 \\ &s_2=2+4+1 \\ &s_3=3+2+6+4+5+1 \\ &s_4=4+2+1 \\ &s_5=5+4+6+2+3+1 \\ &s_6=6+1 \\ \end{alignat} and, by "completing cyclically the sums and summing over each column": \begin{alignat}{1} &\sigma_1&=1+1+1+1+1+1 \\ &\sigma_2&=2+4+1+2+4+1 \\ &\sigma_3&=3+2+6+4+5+1 \\ &\sigma_4&=4+2+1+4+2+1 \\ &\sigma_5&=5+4+6+2+3+1 \\ &\sigma_6&=6+1+6+1+6+1 \\ \\ &\hline\\ &c_i &= 0\space\space\space\space\space0\space\space\space\space\space0\space\space\space\space\space0\space\space\space\space\space0\space\space\space\space6\space(=p-1) \\ \end{alignat} Now, if $3$ and $5$ had multiplicative order -say- $3$, then we'd have: \begin{alignat}{1} &\sigma_1&=1+1+1+1+1+1 \\ &\sigma_2&=2+4+1+2+4+1 \\ &\sigma_3&=3+2+\color\red1\space... \\ &\sigma_4&=4+2+1+4+2+1 \\ &\sigma_5&=5+4+\color\red1\space... \\ &\sigma_6&=6+1+6+1+6+1 \\ \\ &\hline\\ &c_i &= 0\space\space\space\space\space0\space\space\space\space\color\red4\space\space\space etc. \\ \end{alignat} a "contradiction", etc.
Now the attempt of the general argument. Let $p$ be an odd prime. Hereafter, all the (non)equalites are modulo $p$.
Lemma 1. For every $k\in(\mathbb Z/p\mathbb Z)^\times$, $k\ne1$: $$s_k:=\sum_{i=1}^{m_k}k^i=0\tag1$$ where $m_k$ is the multiplicative order of $k$.
Proof. By contradiction, suppose $s_k\in(\mathbb Z/p\mathbb Z)^\times$; then, being $ks_k=s_k$, from the cancellation law in $(\mathbb Z/p\mathbb Z)^\times$ follows $k=1$, a contradiction. Therefore, $s_k=0$. $\space\Box$
Corollary. For every $k\in(\mathbb Z/p\mathbb Z)^\times$, $k\ne1$: $$\sigma_k:=\sum_{i=1}^{p-1}k^i=0\tag2$$ Proof. By the Lemma 1, the sum splits into $\frac{p-1}{m_k}$ partial sums, each congruent to $0$ modulo $p$. $\space\Box$
Lemma 2. For every $i=1,\dots,p-2$: $$c_i:=\sum_{k=1}^{p-1}k^i=0\tag3$$ Proof. ...
Theorem. $(\mathbb Z/p\mathbb Z)^\times$ is cyclic.
Proof. By contradiction, suppose that $\mathfrak m:=\max\{m_k\mid k\in(\mathbb Z/p\mathbb Z)^\times\}<p-1$. We will prove then that $c_{i}\ne0$ for some $i\le\mathfrak m$, thus contradicting $(3)$. ...