Here is what I came up with.
Since $M$ is closed it follows that $U=X \backslash M$ is open. Then $(X \backslash M, d)$ can not be complete, because if $(X\backslash M, d)$ is complete this would implie that $X \backslash M$ is closed, which is not true. Since $(X \backslash M, d)$ is not complete there exists atleast one cauchy seq. $(x_n)_{n \in \mathbb{N}}$ s.t if $x_1, x_2,\dots , x_k \in X \backslash M$ then $x_{k+1}, \dots x_{n} \in M$. Since $X \backslash M$ not complete. Hence the seq. $(x_j)_{j=k+1}^{n}$ is cauchy and converge in $(M,d)$. On the other hand if $(x_n)_{n \in \mathbb{N}}$ is a cauchy seq. in $X$ with $x_1, x_2, \dots x_k \in M$ then..?