Let $a$, $b$, and $c$ be vectors. How do we prove that $|a + b + c| \leq |a| + |b| + |c|$?
I was able to prove that $|a + b + c| < |a| + |b| + |c|$. How do I complete the proof?
First two critiques on the work so far:
An inequality "$A \leq B$" means "$A < B$ or $A = B$". Splitting the proof into "cases" is usually not necessary, and is not necessary here.
If splitting were necessary, the structure of a typical proof would be: "If $A = B$, there is nothing to prove. Otherwise, $A \neq B$. [Proof that if $A \neq B$, then $A < B$.]"
Note, incidentally, that "$A < B$ and $A = B$" is a contradiction: The usual meanings of the less-than and equality symbols are logically incompatible. This highlights that fact that the proof cannot be separated into first proving strict inequality and then equality.
If $a$, $b$, and $c$ are vectors, there is no reason that $a + b + c = 0$, and therefore no reason that they constitute sides of a triangle.
If $A$, $B$, and $C$ are points such that $a = OA$, etc., the sides of the triangle are $(B - A)$, $(C - B)$, and $(C - A)$, whose sum is zero. Since these vectors are (for present purposes) unrelated to $a$, $b$, and $c$, the construction in your diagram turns out to be unhelpful.
Instead, you probably have seen the ordinary triangle inequality $$ |a + b| \leq |a| + |b|\quad\text{for all vectors $a$ and $b$.} \tag{1} $$ To prove the triangle inequality for three summands, apply (1) recursively to $(a + b) + c$. Can you take it from there?
The triangle inequality states that $|a+b|\leq|a|+|b|$. We just apply this twice to get:
$$|(a+b)+c|\leq|a+b|+|c|\leq |a|+|b|+|c|$$ and we're done.