a) Householder matrices are unitary; b) you can choose them to make the right-hand matrix upper-triangular; and c) a unitary upper-triangular matrix is diagonal. In more detail:
a) Householder matrices are unitary:
$$
\begin{align}
\left(I-2\frac{ww^\dagger}{w^\dagger w}\right)\left(I-2\frac{ww^\dagger}{w^\dagger w}\right)^\dagger
&
=\left(I-2\frac{ww^\dagger}{w^\dagger w}\right)\left(I-2\frac{ww^\dagger}{w^\dagger w}\right)
\\
&
=I-4\frac{ww^\dagger}{w^\dagger w}+4\frac{ww^\dagger ww^\dagger}{w^\dagger ww^\dagger w}
\\
&
=I-4\frac{ww^\dagger}{w^\dagger w}+4\frac{ww^\dagger}{w^\dagger w}
\\
&
=I\;.
\end{align}
$$
b) You can choose them to make the right-hand matrix upper-triangular:
It suffices to show that you can produce zeros below the diagonal in the first column; the remaining columns can be dealt with in the same way, with the identity in the rows already fixed to preserve the zeros there. So let $v$ be the first column of $U$, and choose $w=v+\lambda e_1$, where $e_1$ is the unit column vector with a $1$ in the first row. Then
$$
\begin{align}
\left(I-2\frac{ww^\dagger}{w^\dagger w}\right)v
&
=\left(I-2\frac{(v+\lambda e_1)(v+\lambda e_1)^\dagger}{(v+\lambda e_1)^\dagger(v+\lambda e_1)}\right)v
\\
&=v-2\frac{v^\dagger v+\lambda v_1}{v^\dagger v+2\lambda v_1+\lambda^2}(v+\lambda e_1)\;.
\end{align}
$$
The fraction is $1$ for $\lambda=0$ and $0$ for $\lambda\to\infty$. Thus it takes the value $\frac12$ for some value of $\lambda$, and for that value, the resulting column vector is proportional to $e_1$, that is, it has zeros below the diagonal.
c) A unitary upper-triangular matrix is diagonal:
This follows directly from the fact that the scalar products of columns of a unitary matrix vanish.
The matrix obtained by left-multiplying $U$ by Householder matrices is upper-triangular; it is a product of unitary matrices, and thus itself unitary; thus it is a diagonal unitary matrix; and such a matrix must have the form of the right-most factor in the question.