I tried to solve the exercise by following the hint, could someone please tell me if it is correct? Thank you
We define:
$T^{i}_{\,jk}[\phi](y) := \Xi^i_{\,jk}[\phi](y) - \Gamma^i_{\,jk}[\phi](y)$
Thus we see that this transforms as a Tensor:
$T^{i}_{\,jk}[\phi](y)= \Xi^i_{jk}[\phi](y) - \Gamma^i_{\,jk}[\phi](y) = \bigg(\frac{\partial x^p}{\partial y^j}(y) \frac{\partial x^q}{\partial y^k}(y) \Xi^r_{pq}[\mathrm{id}](\phi^{-1}(y))\frac{\partial y^i}{\partial x^r}(\phi^{-1}(y)) + \frac{\partial y^i}{\partial x^m} (\phi^{-1}(y)) \frac{\partial^2 x^m}{\partial y^j \partial y^k}(y) \bigg)- \bigg(\frac{\partial x^p}{\partial y^j}(y) \frac{\partial x^q}{\partial y^k}(y) \Gamma^r_{pq}[\mathrm{id}](\phi^{-1}(y))\frac{\partial y^i}{\partial x^r}(\phi^{-1}(y)) + \frac{\partial y^i}{\partial x^m} (\phi^{-1}(y)) \frac{\partial^2 x^m}{\partial y^j \partial y^k}(y)\bigg) = \frac{\partial x^p}{\partial y^j}(y) \frac{\partial x^q}{\partial y^k}(y) (\Xi^r_{pq}-\Gamma^r_{\,pq})[\mathrm{id}](\phi^{-1}(y))\frac{\partial y^i}{\partial x^r}(\phi^{-1}(y))$
AFTER THIS POINT THE PROOF IS WRONG, SEE ANSWER ON BOTTOM FOR THE CONTINUATION
I still leave it here so that you can see what my original idea was (before they changed the exercise guidelines), not more:
Now we have that for our given $y_0$ and $\phi_0$:
$\Gamma^i_{\,jk}[\phi_0](y_0)=\frac{1}{2} g^{il}(\partial_k g_{lk} + \partial_j g_{lk} - \partial_l g_{jk})[\phi_0](y_0)=\frac{1}{2} g^{il}(\partial_k g_{lk}[\phi_0](y_0) + \partial_j g_{lk}[\phi_0](y_0) - \partial_l g_{jk}[\phi_0](y_0))=0$
So we get for our given $y_0$ and $\phi_0$ :
$T^{i}_{\,jk}[\phi_0](y_0) := \Xi^i_{\,jk}[\phi_0](y_0) - \Gamma^i_{\,jk}[\phi_0](y_0)=0$
Since $T$ is a tensor this Implies:
$(\Xi^r_{pq}-\Gamma^r_{\,pq})[\mathrm{id}](\phi_0^{-1}(y_0))\overset{!}{=}0$
Now we notice that since $\phi \in \mathrm{Diff}(\Omega)$ we have that $y_0\in\Omega$ this implies that for each $y_0$ we can find an $x_0\in\Omega$ s.t $y_0=\phi_0(x_0)$ so the constraint is equal to:
$\forall x_0\in\Omega$ $\exists$ $\phi_0$ s.t $T^{i}_{\,jk}[\phi_0](\phi_0(x_0))=0$
We can now take any $\phi \in \mathrm{Diff}(\Omega)$ and have $\phi=\phi\circ\phi_0^{-1}\circ\phi_0:=\tilde{\phi}\circ\phi_0$
So eventually we get: $\forall x_0\in\Omega$
$T^{i}_{\,jk}[\phi](\phi(x_0))=T^{i}_{\,jk}[\phi](\phi\circ\phi_0^{-1}(y_0))=T^{i}_{\,jk}[\tilde{\phi}\circ\phi_0](\tilde{\phi}(y_0))= \frac{\partial x^p}{\partial y^j}(\tilde{\phi}(y_0)) \frac{\partial x^q}{\partial y^k}(\tilde{\phi}(y_0) ) (\Xi^r_{pq}-\Gamma^r_{\,pq})[\mathrm{id}]((\tilde{\phi}\circ\phi_0)^{-1}(\tilde{\phi}(y_0)))\frac{\partial y^i}{\partial x^r}((\tilde{\phi}\circ\phi_0)^{-1}(\tilde{\phi}(y_0)))=\frac{\partial x^p}{\partial y^j}(\tilde{\phi}(y_0)) \frac{\partial x^q}{\partial y^k}(\tilde{\phi}(y_0) ) (\Xi^r_{pq}-\Gamma^r_{\,pq})[\mathrm{id}]((\phi_0^{-1})(\tilde{\phi}^{-1}\circ\tilde{\phi}(y_0)))\frac{\partial y^i}{\partial x^r}((\phi_0^{-1})(\tilde{\phi}^{-1}\circ\tilde{\phi}(y_0)))= \frac{\partial x^p}{\partial y^j}(\tilde{\phi}(y_0)) \frac{\partial x^q}{\partial y^k}(\tilde{\phi}(y_0) ) (\Xi^r_{pq}-\Gamma^r_{\,pq})[\mathrm{id}](\phi_0^{-1}(y_0))\frac{\partial y^i}{\partial x^r}(\phi_0^{-1}(y_0))=0$
$\forall \phi\in Diff(\Omega)$
This implies:
$\forall \phi\in Diff(\Omega)$ => $T^{i}_{\,jk}[\phi] = \Xi^i_{\,jk}[\phi] - \Gamma^i_{\,jk}[\phi]=0$
$\Xi^i_{\,jk}[\phi] = \Gamma^i_{\,jk}[\phi]$
$\blacksquare$