That's what Lean is for. The OpenAI LLM agents first provided a proof in natural language. Since it may be hard for mathematicians to understand and check this proof, the agents then produced a formalization in Lean. Lean is an automated proof checker. It checks whether a formal proof is correct without the need for humans to understand the proof itself.
The only way the Lean proof could still be wrong is if the conjecture was formalized wrong via misleading definitions (if it doesn't say what it seems to say) or if there is some bug in Lean itself.