I realized that Tychonoff theorem is indeed needed here. I figured out the solution which is furnished as follows: By the given hypothesis, suppose that $X_a$'s are compact for all a except $a\in \{a_1, a_2,...,a_k\}=:A_k$. Now, take any $(y_a)_a\in \Pi_a X_a$. For $a\notin A_k$, $y_a\in X_a\subset X_a$ (i.e. $y_a$ has a neighborhood contained in a compact space). For $a\in A_k$, by local compactness of $X_a$, there exists a compact subspace $C_a\subset X_a$ containing a neighborhood
$U_a$ of $y_a$. It follows that $(y_a)_a\in \color{blue}{\Pi_a V_a}\subset \color{green}{\Pi_a Z_a}$, where…