Suppose $\{x_n\}, \{y_n\}$ are Cauchy sequences in metric space $(X, d)$. Prove that the sequence $\{a_n\}$ defined by $a_n = d(x_n, y_n)$ converges in $\mathbb{R}$.
My Question. Before I write my proof attempt, I'll ask my question: I have the idea for this proof in mind, but I'm not so good at writing proofs using slick manipulations of inequalities. I came up with a manipulation that I want to use, but I'm not sure if I'm allowed to. So, my question is not necessarily about how to prove the above statement. (It has been proved on stack exchange here and here.) Rather my question is whether or not I'm allowed to manipulate inequalities in the way I have below, starting at the line "In symbols, we have..."
My Proof. Choose $\varepsilon >0$. Because $\{x_n\}$ is Cauchy, there exists $N \in \mathbb{N}$ such that $d(x_n, x_m) < \varepsilon/8$ for all $n, m \geq N$. A similar $M \in \mathbb{N}$ exists for sequence $\{y_n\}$. Choose $\max\{N, M\}$ and, without loss of generality, assume $\max\{N, M\} = N$. Then, for all $n \geq N$, we have $x_n \in B_{\varepsilon/4}(x_N)$ and $y_n \in B_{\varepsilon/4}(y_N)$. Let $$D = \{d(x,y) : x \in B_{\varepsilon/4}(x_N) \text{ and } y \in B_{\varepsilon/4}(y_N)\}.$$ Then for any $x_n, y_n$ with $n > N$, the distance $d(x_n, y_n)$ is bounded above by $\sup D = d(x_N, y_N) + \varepsilon/2$ and is bounded below by $\inf D = d(x_N, y_N) - \varepsilon/2$.
In symbols, we have
$$\begin{align} d(x_N, y_N) - \varepsilon/2 &< d(x_n, y_n) < d(x_N, y_N) + \varepsilon/2. \tag{1} \end{align}$$
Inequality (1) is still true for any other $m > N$, so substituting such an $m$ then multiplying through by $-1$, we obtain
$$\begin{align} -d(x_N, y_N) + \varepsilon/2 &> -d(x_m, y_m) > -d(x_N, y_N) - \varepsilon/2. \tag{2} \end{align}$$
Rearranging (2) so that its inequality signs face the same direction as (1), we can add (1) and (2) to obtain
$$\begin{align} -\varepsilon < d(x_n,y_n) - d(x_m, y_m) &< \varepsilon, \text{ i. e.} \\ |d(x_n, y_n) - d(x_m, y_m)| &< \varepsilon, \text{ meaning that} \\ |a_n - a_m| &< \varepsilon. \end{align}$$
Therefore, $\{a_n\}$ is Cauchy in $\mathbb{R}$, and so $\{a_n\}$ converges. (qed)