Definition of Open Ball Let $(X, d)$ be a metric space and let $r\in\mathbb{R}^+$. Then the set, $B_d(x, r) := \{y \in X : d(x, y) < r\}$ will be said to be the open ball of radius $r$ centered at $x$ in the metric space $(X, d)$.
Definition of Open Set
Let $(X,d)$ be a metric space and $U\subseteq X$. Then $U$ will be said to be $d$-open in $X$ if for all $x\in U$, there exists $r>0$ such that $B_d(x,r)\subseteq U$.
Problem. Let $(X,d)$ be a metric space and $x,y\in X$. Let $B_d(x,r)$ and $B_d(y,s)$ be two open balls in $X$. Show that $B_d(x,r_x)\cap B_d(y,r_y)$ is open in $X$.
First Proof.
If $B_d(x,r_x)\cap B_d(y,r_y)=\emptyset$ then we have nothing to prove since $\emptyset$ is open in $X$.
Otherwise, $B_d(x,r_x)\cap B_d(y,r_y)\ne\emptyset$ and let $z\in B_d(x,r_x)\cap B_d(y,r_y)$. Choose $r_z=\min\{r_x-d(x,z),r_y-d(y,z)\}$. Now consider the open ball $B_d(z,r_z)$. Let $u\in B_d(z,r_z)$. Then we have, $$d(x,u)\le d(x,z)+d(z,u)<r_x$$which shows that $u\in B_d(x,r_x)$. Also, $$d(y,u)\le d(y,z)+d(z,u)<r_y$$which shows that $u\in B_d(y,r_y)$. Consequently we have, $u\in B_d(x,r_x)\cap B_d(y,r_y)$. So, we conclude that $B_d(z,r_z)\subseteq B_d(x,r_x)\cap B_d(y,r_y)$ and we are done.
Second Proof.
If $B_d(x,r_x)\cap B_d(y,r_y)=\emptyset$ then we have nothing to prove since $\emptyset$ is open in $X$.
Otherwise, $B_d(x,r_x)\cap B_d(y,r_y)\ne\emptyset$ and let $z\in B_d(x,r_x)\cap B_d(y,r_y)$. If we can show that there exists $r_z\in\mathbb{R}^+$ such that $B_d(z,r_z)\subseteq B_d(x,r_x)\cap B_d(y,r_y)$ then we are done.
So, let us assume that such $r_z$ exists and let $u\in B_d(z,r_z)$. Then, $$d(x,u)\le d(x,z)+d(z,u)<d(x,z)+r_z$$If we want that $d(x,z)+r_z\le r_x$ Then we choose $r_z$ to be the infimum of the set, $$R:=\{r_v\in\mathbb{R}:(\exists v\in B_d(x,r_x)\setminus\{x\})[r_v=r_x-d(x,v)]\}$$ provided $R\ne \emptyset$. Such infimum exists since $R$ is bounded below by $0$. Since $r_z=\inf R$ we conclude that $r_z\le r_x-d(x,v)$ for all $v\in B_d(x,r_x)$. Hence in particular for $v=z$ we have $r_z\le r_x-d(x,z)$. We conclude that if such $r_z$ exists then $r_z\le r_x-d(x,z)$.
In a similar manner we will be able to show that $r_z\le r_y-d(y,z)$. Consequently we get, $$r_z\le \min \{r_x-d(x,z),r_y-d(y,z)\}$$i.e., if such an $r_z$ exists then $r_z\le \min \{r_x-d(x,z),r_y-d(y,z)\}$.
Now let us choose $r_z\in (0,\min \{r_x-d(x,z),r_y-d(y,z)\}]$. Now consider the open ball $B_d(z,r_z)$. Let $u\in B_d(z,r_z)$. Then we have, $$d(x,u)\le d(x,z)+d(z,u)<r_x$$which shows that $u\in B_d(x,r_x)$. Also, $$d(y,u)\le d(y,z)+d(z,u)<r_y$$which shows that $u\in B_d(y,r_y)$. Consequently we have, $u\in B_d(x,r_x)\cap B_d(y,r_y)$. So, we conclude that $B_d(z,r_z)\subseteq B_d(x,r_x)\cap B_d(y,r_y)$ and we are done.
There is an important difference in the two proofs. In the first proof we don't need to consider the case when $r_z=0$ but in the second proof we need to consider that (although I haven't done that, and I think that it is a flaw) because $\inf R$ can be $0$. But then we need to define what do we mean by an open ball of radius $0$. Probably that will be $\emptyset$ as has been suggested here. The question is,
Is it "wrong" to define an open ball in a metric space $(X,d)$ as has been defined above? If not then how can one resolve the apparent paradox that results from the second proof?