[step:Prove the triangle inequality by expanding the squared distance]
Let $x=(x_1,\dots,x_n)\in\mathbb{R}^n$, $y=(y_1,\dots,y_n)\in\mathbb{R}^n$, and $z=(z_1,\dots,z_n)\in\mathbb{R}^n$. Define real numbers
\begin{align*}
a_k:=x_k-z_k
\end{align*}
and
\begin{align*}
b_k:=z_k-y_k
\end{align*}
for each $k\in\{1,\dots,n\}$. Then $x_k-y_k=a_k+b_k$ for every $k$. Hence
\begin{align*}
d_2(x,y)^2=\sum_{k=1}^n |a_k+b_k|^2.
\end{align*}
Since $a_k+b_k$ is real, $|a_k+b_k|^2=(a_k+b_k)^2$, so
\begin{align*}
d_2(x,y)^2=\sum_{k=1}^n a_k^2+2\sum_{k=1}^n a_kb_k+\sum_{k=1}^n b_k^2.
\end{align*}
By the finite-dimensional Cauchy-Schwarz estimate,
\begin{align*}
\sum_{k=1}^n a_kb_k\leq \left(\sum_{k=1}^n a_k^2\right)^{1/2}\left(\sum_{k=1}^n b_k^2\right)^{1/2}.
\end{align*}
Therefore
\begin{align*}
d_2(x,y)^2\leq \left(\sum_{k=1}^n a_k^2\right)+2\left(\sum_{k=1}^n a_k^2\right)^{1/2}\left(\sum_{k=1}^n b_k^2\right)^{1/2}+\left(\sum_{k=1}^n b_k^2\right).
\end{align*}
The right-hand side is the square
\begin{align*}
\left(\left(\sum_{k=1}^n a_k^2\right)^{1/2}+\left(\sum_{k=1}^n b_k^2\right)^{1/2}\right)^2.
\end{align*}
Using the definitions of $a_k$ and $b_k$, this becomes
\begin{align*}
d_2(x,y)^2\leq \left(d_2(x,z)+d_2(z,y)\right)^2.
\end{align*}
Both sides are squares of nonnegative real numbers, so taking nonnegative square roots gives
\begin{align*}
d_2(x,y)\leq d_2(x,z)+d_2(z,y).
\end{align*}
[/step]