You might check your local library for Jennifer Clack's book,
Gaining Ground. Dr Clack will tell you right off what you've just been told here - that it is not typically possible to say "this fossil individual was a descendant of that other one right there." Then, she goes on to write 300 pages or so of very information-dense, heavily illustrated text about Devonian critters. She whups the reader nearly to death with cleithrums and clavicles and with skulls with their post-parietals and ectopterygoids and ethmosphenoids, and on and on. But she also shows, repeatedly, how smooth sorts of changes occur between different fossils, and that these changes occur with advancing time
as well as with the change of critters to look less ans less "fishy" and more and more "salamandery" or at least amphibian.
No, there's not much "proof," but dear me, there sure are a boatload of fossils that would be pretty durn tricky to explain in any manner other than that Clack uses: descent with modification.