Fix $\xi \in \mathbb{R}^N$. As a consequence of
R3020: Complex Lebesgue integral under scaling, we have
\begin{equation}
\begin{split}
\mathfrak{F}_{x \mapsto f(x / a)} (\xi)
& = \int_{\mathbb{R}^N} f(x / a) e^{- 2 \pi i x \cdot \xi} \, \ell(d x) \\
& = \int_{\mathbb{R}^N} f(x / a) e^{- 2 \pi i (x / a) \cdot (a \xi)} \, \ell(d x) \\
& = |a|^N \int_{\mathbb{R}^N} f(x) e^{- 2 \pi i x \cdot (a \xi)} \, \ell(d x) \\
& = |a|^N \mathfrak{F}_f (a \xi)
\end{split}
\end{equation}
This establishes the second claim. The second claim is a corollary to this which one obtains by applying the above procedure for a constant $b : = 1 / a$. The cases for $\mathfrak{G}$ are proved in exactly the same manner. $\square$