Let $\Omega\subset\mathbb{R}^n$ be a bounded open set and $u\in C^\alpha_{\mathrm{loc}}(\Omega)$. For $h>0$, $1\leq k\leq n$, let $$D_k^hu(x)=\frac{u(x+he_k)-u(x)}{h}$$ where $e_k$ is the $k$-th coordinate vector. Suppose for each $\Omega_0\Subset\Omega$ and $k$, there is a constant $C$ s.t. $\|D^h_ku\|_{C^\alpha(\Omega_0)}\leq C$ for all small $h$. Then $u\in C^{1,\alpha}_{\mathrm{loc}}(\Omega)$ and in fact $\|D_ku\|_{C^\alpha(\Omega_0)}\leq C$.
Is this statement true? If so, how can I prove it?
By Arzelà–Ascoli we know that there is a sequence $h_j\to0$ such that $D^{h_j}_ku$ converges uniformly. But why does this even imply $u\in C^1$?