So, step two, 1+2y? Equivalent to a coefficient, unchanged.
The derivative of the latter exponential term follows the basic function derivation rule and is a compound function.
(e^f(x))'=e^f(x)×f'(x)=e^(x? +y? )×(x? +y? )'=e^(x? +y? )×2x
That's how the coefficient of 2 comes from.