How one can prove that a consistent heuristic has value 0 on a goal state?
I think that a consistent heuristic $h$ doesn't necessarily need to have $h(G) = 0$, but you can assume it. If you assume something, you don't have to prove it, otherwise you go in circles (unless you're proving by contradiction).
Now, is the assumption $h(G) = 0$ reasonable?
In the book "Artificial Intelligence: A New Synthesis", Nils Nilsson (who is one of the inventors of A*) does not explicitly assume $h(G) = 0$. It simply defines a consistent heuristic as
$$h(n) - h(n') \leq c(n, n') \iff h(n) \leq c(n, n') + h(n'),$$
where $n'$ is a successor of $n$, that is, our current estimate must be smaller or equal to the estimate from the successor plus the cost to get to the successor.
If $h(G) > h^*(G)$, where $h^*$ is the optimal heuristic (i.e. it gives you the true cost to the goal), then the heuristic is not admissible because it overestimates the cost to the goal (this is just the definition of admissibility). Now, if we assume $h^*(G) = 0$ (which is a reasonable assumption), then we must have $h(G) \leq 0$ for $h$ to be admissible, so are 2 possible cases $h(G) = 0$ or $h(G) < 0$ for $h$ to be admissible.
Nilsson states (to prove a theorem on p. 152)
Here, we use the fact that if the $\hat{h}$ function is consistent it will also never be greater than the true function $h$ function
and then cites a Judea Pearl's book (1984, p. 83). (Note that in Nilsson's $h$ is actually $h^*$).
If you check Pearl's proof of theorem 9 which Nilsson references, you will see that he actually assumes that $h(G) = 0$ in order to prove that consistent heuristics are also admissible, although he also doesn't explicitly include this condition as part of the definition of a consistent heuristic
Now, since $h(\gamma) = 0$ and $k(n, \gamma) = h^*(n)$ for some goal node $\gamma$...
If $h(G) > h^*(G)$, I think you can prove that $h$ is still consistent, but it's not admissible, which means that consistent heuristics would not be a subset of admissible heuristics, which is actually what Pearl proves in theorem 9, p. 83.
So, in conclusion, assuming that a consistent heuristic is also defined to meet $h(G) = 0$ is reasonable. Here, consistency refers to how the heuristic also has the same properties as the optimal heuristic, i.e. it's consistent with it. If you accept this, then $h(G) = 0$ is more than reasonable.
(I hope the changes of notation don't confuse you too much).