Was my action correct in completing the Tashahhud, then performing the two missed rak'ahs, then performing the prostration of forgetfulness (sujud al-sahw) before the salām, after having joined the Imam in the third rak'ah, and not following him in his standing for the fifth rak'ah nor in his prostration of forgetfulness? And is this prayer valid despite the Imam's confusion and skipping the final Tashahhud?

If the worshiper behind the Imam (ma'mum) knows that his Imam has made a mistake in the prayer by adding or omitting a pillar, he must alert him. If the Imam does not correct himself or becomes flustered, the worshiper must leave him and complete his prayer alone. It is not permissible for him to continue following the Imam while knowing of his error. If he leaves, his prayer is valid because separation is permissible due to an excuse.