Noticing that $j^n = n![x^n]\ e^{jx}$ and $\left\{m+1\atop j\right\}=(m+1)![y^{m+1}]\ \frac{(e^y-1)^j}{j!}$, and using e.g.f. for Stirling numbers of first kind, we have
$$f(n,m,i) = (-1)^{m-i+1} \frac{(m+1)! n!}{i!} [x^ny^{m+1}] \log(1+e^x(e^y-1))^i.$$
Then
\begin{split}
S&:=\sum_j \binom{m+1}j f(n-1,j,i) \\
& = \sum_j \binom{m+1}j (-1)^{j-i+1} \frac{(j+1)! (n-1)!}{i!} [x^{n-1}y^{j+1}] \log(1+e^x(e^y-1))^i \\
& = (-1)^{m-i} \frac{(n-1)!(m+1)!}{i!} [x^{n-1}y^{m+1}]\ e^{-y} \frac{\partial}{\partial y}\log(1+e^x(e^y-1))^i
\end{split}
and thus
\begin{split}
\sum_{j\leq m} & \binom{m+1}j f(n-1,j,i) \\
& = S - f(n-1,m+1,i) \\
& = S - (-1)^{m-i} \frac{(m+2)! (n-1)!}{i!} [x^{n-1}y^{m+2}] \log(1+e^x(e^y-1))^i \\
& = S - (-1)^{m-i} \frac{(m+1)! (n-1)!}{i!} [x^{n-1}y^{m+1}] \frac{\partial}{\partial y}\log(1+e^x(e^y-1))^i \\
& = (-1)^{m-i} \frac{(m+1)! (n-1)!}{i!} [x^{n-1}y^{m+1}] (e^{-y}-1)\frac{\partial}{\partial y}\log(1+e^x(e^y-1))^i \\
& = (-1)^{m-i+1} \frac{(m+1)! (n-1)!}{i!} [x^{n-1}y^{m+1}] \frac{\partial}{\partial x}\log(1+e^x(e^y-1))^i \\
& = (-1)^{m-i+1} \frac{(m+1)! n!}{i!} [x^n y^{m+1}] \log(1+e^x(e^y-1))^i \\
& = f(n,m,i),
\end{split}
where we used the observation that
$$(e^{-y}-1)\frac{\partial}{\partial y}\log(1+e^x(e^y-1))^i = - \frac{\partial}{\partial x}\log(1+e^x(e^y-1))^i.$$
QED