We can begin by assuming (temporarily) that $b = a$ so that the ellipse is a circle, allowing the use of some convenient circle theorems.
In the figure below I have "stretched" your figure vertically to make a circle and have added some line segments to construct triangles $\triangle APB$ and $\triangle AQB.$
Note that since $AB$ is a diameter of the circle, these two triangles are both right triangles with right angles at $P$ and $Q$ respectively.
Therefore $k_{QB} = \tan(\angle ABQ) = AQ/BQ$ and
$k_{PA} = \tan(\angle BAP) = BP/AP.$

By the inscribed angle theorem, we can show that triangles $\triangle AMP$ and $\triangle QMB$ are similar (with corresponding vertices listed in those respective orders, for example, the angle at $A$ in $\triangle AMP$ is congruent to the angle at $Q$ in $\triangle QMB$).
Let the ratio of lengths in the two triangles be $r$, that is,
\begin{align}
BQ &= r AP, \\
BM &= r MP, \\
MQ &= r AM.
\end{align}
Likewise, we can show that triangles $\triangle BMP$ and $\triangle QMA$ are similar (with corresponding vertices listed in those respective orders).
Let the ratio of the triangles be $s$, that is,
\begin{align}
BP &= s AQ, \\
BM &= s MQ, \\
MP &= s AM.
\end{align}
Then
$$
\frac{AM}{BM} = \frac{\frac1r MQ}{s MQ} = \frac{1}{rs}.
$$
Moreover,
\begin{align}
\frac{k_{QB}}{k_{PA}}
&= \frac{AQ/BQ}{BP/AP} \\
&= \frac{AQ\cdot AP}{BP\cdot BQ} \\
&= \frac{AQ\cdot AP}{(s AQ)\cdot (r AP)} \\
&= \frac{1}{rs} \\
&= \frac{AM}{BM} \\
&= \frac{a + \frac a\lambda}{a - \frac a\lambda} \\
&= \frac{\lambda + 1}{\lambda - 1}.
\end{align}
That proves the theorem when $b = a$. For the case when $b \neq a,$
we scale the entire figure vertically by a factor of $b/a.$
This changes the slopes of all lines, but preserves the ratio of the slopes of lines $AP$ and $BQ$, so it is still true that
$$
\frac{k_{QB}}{k_{PA}} = \frac{\lambda + 1}{\lambda - 1}.
$$