Lemma. If $xy=1$ then $e^{-x}+e^{-y} \ge \frac2e$, with equality iff $x=y=1$.
Applying this lemma with $x=\frac{n}{n+1}$ and $y=\frac{n+1}{n}$ yields
$$ e^{1/(n+1)} + e^{-1/n}
= e(e^{\frac1{n+1}-1} + e^{-\frac1n-1})
= e(e^{-n/(n+1)} + e^{-(n+1)/n})
> 2 $$
as desired.
Proof of lemma. [My previous proof of this lemma was wrong; it established the convexity of $e^{-e^t}$ on $(0,\infty)$ but then invoked it for $(-\infty,\infty)$. This proof is more technical but, I believe, correct.]
If $x<0$ then $e^{-x}+e^{-y} > e^{-x} > 1 > \tfrac2e$. From now on, assume $x>0$.
First, $e^{-x}+e^{-1/x}$ has a global minimum on $(0,\infty)$; here is a standard argument. Let $b>0$ be such that $e^{-x}+e^{-1/x}>\frac12(1+\frac2e)$ whenever $x>b$; such $b$ exists because $e^{-x}+e^{-1/x}\to 1 > \frac12(1+\frac2e)$ as $x\to\infty$. Similarly, let $a>0$ be such that $e^{-x}+e^{-1/x}>\frac12(1+\frac2e)$ whenever $0<x<a$. By continuity and compactness, $e^{-x}+e^{-1/x}$ attains a minimum $M$ for $x\in[a,b]$. Since $e^{-1}+e^{-1/1} = \frac2e < \frac12(1+\frac2e)$, we know that $1\in[a,b]$; thus also $M\le\frac2e<\frac12(1+\frac2e)$. Since $e^{-x}+e^{-1/x} > \frac12(1+\frac2e)$ for all $x\notin[a,b]$, it follows that $M$ is a global minimum.
Equivalently, $e^{-x}+e^{-y}$ has a global minimum on the curve $xy=1$, $x>0$. I will show that $e^{-x}+e^{-y}$ has only one critical point on this curve, namely $x=y=1$; it follows that this is the global minimum, as desired.
To find the critical points, we use Lagrange multipliers, which give the system
$$ \left\{\begin{aligned}
xy &= 1 \\
\lambda x &= e^{-y} \\
\lambda y &= e^{-x}
\end{aligned}\right. $$
Thus $\lambda^2 = \lambda^2 xy = e^{-x-y}$, and so $e^{-2y} = \lambda^2 x^2 = x^2 e^{-x-y}$, which since $x>0$ yields
$$ x = e^{(x-y)/2} $$
Since $xy=1$, we also have
$$ y = e^{(y-x)/2} $$
If $x\ne y$, then by the inequality of the geometric and logarithmic means,
$$ 1 = \sqrt{xy} < \frac{x-y}{\log x - \log y}
= \frac{x-y}{\frac{x-y}2 - \frac{y-x}2} = 1 $$
which is absurd. Thus any critical point must satisfy $x=y$, as claimed.