It helps to have different names for different things. If you write
$$
U(t, \xi) = u(t, \xi + ct)
$$
then you can compute
\begin{align}
U_{\xi}(t, \xi)
&= u_x(t, \xi + ct) \cdot \frac{d(\xi + ct)}{d\xi} \\
&= u_x(t, \xi + ct)
\end{align}
and similarly,
\begin{align}
U_{\xi\xi}(t, \xi) &= u_{xx}(t, \xi + ct).
\end{align}
Post-comment addition:
On the other hand, if you compute $U_t$, you get
\begin{align}
U_{t}(t, \xi)
&= u_t(t, \xi + ct) \cdot \frac{d(t)}{dt} + u_x(t, \xi + ct) \cdot \frac{d(\xi + ct)}{dt} \\
&= u_t(t, \xi + ct) + u_x(t, \xi + ct) c \\
\end{align}
so that
\begin{align}
u_t(t, \xi + ct) &= U_{t}(t, \xi) - u_x(t, \xi + ct) c
\end{align}
And since $u_x = U_{\xi}$ (modulo shuffling arguments a little), this can be rewritten
\begin{align}
u_t(t, \xi + ct) &= U_{t}(t, \xi) - c ~U_{\xi}(t, \xi)
\end{align}