[guided]With $a=d_X(x_1,x_2)$, $b=d_Y(y_1,y_2)$, and $m=\max\{a,b\}$ as above, the goal is to compare the sum $a^p+b^p$ with $m^p$. The point of introducing $m$ is that it is a single number controlling both coordinate distances. By definition of maximum,
\begin{align*}
a\le m
\end{align*}
and
\begin{align*}
b\le m.
\end{align*}
Because $p\ge 1$ and all three numbers $a,b,m$ are nonnegative, raising to the $p$-th power preserves the inequalities:
\begin{align*}
a^p\le m^p
\end{align*}
and
\begin{align*}
b^p\le m^p.
\end{align*}
Adding these two inequalities gives
\begin{align*}
a^p+b^p\le m^p+m^p=2m^p.
\end{align*}
Now we pass from $p$-th powers back to distances. The map $t\mapsto t^{1/p}$ is increasing on $[0,\infty)$, so taking $p$-th roots preserves the inequality:
\begin{align*}
(a^p+b^p)^{1/p}\le (2m^p)^{1/p}.
\end{align*}
Since $m\ge 0$, the right-hand side simplifies as
\begin{align*}
(2m^p)^{1/p}=2^{1/p}m.
\end{align*}
Using
\begin{align*}
d_p((x_1,y_1),(x_2,y_2))=(a^p+b^p)^{1/p}
\end{align*}
and
\begin{align*}
d_\infty((x_1,y_1),(x_2,y_2))=m,
\end{align*}
we obtain
\begin{align*}
d_p((x_1,y_1),(x_2,y_2))\le 2^{1/p}d_\infty((x_1,y_1),(x_2,y_2)).
\end{align*}[/guided]