[proofplan]
We verify directly that the piecewise-defined concatenation is a continuous map from $[0,1]$ to $X$ with the correct endpoints. The endpoint calculation uses the endpoint data for $\gamma$ and $\eta$. For continuity, we check that the two formulas are continuous on the closed subintervals $[0,\frac{1}{2}]$ and $[\frac{1}{2},1]$, agree at the common endpoint, and then prove the required closed-set pasting argument on these two closed pieces.
[/proofplan]
[step:Define the concatenated map and check that the two formulas agree]
Let $A \subset [0,1]$ be the closed subinterval
\begin{align*}
A=[0,\tfrac{1}{2}],
\end{align*}
and let $B \subset [0,1]$ be the closed subinterval
\begin{align*}
B=[\tfrac{1}{2},1].
\end{align*}
Define the map
\begin{align*}
h : [0,1] \to X
\end{align*}
by the following two prescriptions: for $t \in A$,
\begin{align*}
h(t)=\gamma(2t),
\end{align*}
and for $t \in B$,
\begin{align*}
h(t)=\eta(2t-1).
\end{align*}
This definition is consistent on $A \cap B=\{\frac{1}{2}\}$. Indeed,
\begin{align*}
\gamma(2 \cdot \tfrac{1}{2})=\gamma(1)=y
\end{align*}
because $\gamma$ is a path from $x$ to $y$, while
\begin{align*}
\eta(2 \cdot \tfrac{1}{2}-1)=\eta(0)=y
\end{align*}
because $\eta$ is a path from $y$ to $z$. Hence both formulas assign the same value at
\begin{align*}
t=\tfrac{1}{2},
\end{align*}
so $h=\gamma * \eta$ is a well-defined map from $[0,1]$ to $X$.
[guided]
The only possible ambiguity in the definition of $h$ occurs at the point where the two subintervals overlap. We have
\begin{align*}
A \cap B=\{\tfrac{1}{2}\}.
\end{align*}
At this point, the first formula gives
\begin{align*}
\gamma(2 \cdot \tfrac{1}{2})=\gamma(1).
\end{align*}
Since $\gamma$ is a path from $x$ to $y$, its terminal value is $\gamma(1)=y$. The second formula gives
\begin{align*}
\eta(2 \cdot \tfrac{1}{2}-1)=\eta(0).
\end{align*}
Since $\eta$ is a path from $y$ to $z$, its initial value is $\eta(0)=y$. Thus both formulas give the same value $y$ at
\begin{align*}
t=\tfrac{1}{2}.
\end{align*}
This is the compatibility condition that makes the piecewise definition a genuine function rather than two conflicting prescriptions.
[/guided]
[/step]
[step:Verify continuity on each closed subinterval]
Define the affine maps
\begin{align*}
\alpha : A \to [0,1], \quad t \mapsto 2t
\end{align*}
and
\begin{align*}
\beta : B \to [0,1], \quad t \mapsto 2t-1.
\end{align*}
Both $\alpha$ and $\beta$ are continuous because they are restrictions of continuous affine maps $\mathbb{R} \to \mathbb{R}$ to subspaces. Since $\gamma : [0,1] \to X$ and $\eta : [0,1] \to X$ are paths, they are continuous. Therefore the compositions
\begin{align*}
\gamma \circ \alpha : A \to X
\end{align*}
and
\begin{align*}
\eta \circ \beta : B \to X
\end{align*}
are continuous. By the definition of $h$, the restriction $h|_A$ equals $\gamma \circ \alpha$, and the restriction $h|_B$ equals $\eta \circ \beta$.
[/step]
[step:Paste the two continuous pieces to obtain continuity on $[0,1]$]
We prove the needed pasting argument directly. Let $F \subset X$ be closed with respect to $\tau$. Since $h|_A : A \to X$ is continuous, the set
\begin{align*}
(h|_A)^{-1}(F) \subset A
\end{align*}
is closed in the subspace $A$. Since $A$ is closed in $[0,1]$, this set is also closed in $[0,1]$. Likewise, since $h|_B : B \to X$ is continuous and $B$ is closed in $[0,1]$, the set
\begin{align*}
(h|_B)^{-1}(F) \subset B
\end{align*}
is closed in $[0,1]$.
Now the preimage of $F$ under $h$ decomposes as
\begin{align*}
h^{-1}(F)=(h|_A)^{-1}(F)\cup(h|_B)^{-1}(F).
\end{align*}
This is a finite union of closed subsets of $[0,1]$, hence is closed in $[0,1]$. Since the preimage under $h$ of every closed subset of $X$ is closed in $[0,1]$, the map $h:[0,1]\to X$ is continuous.
[/step]
[step:Compute the endpoints of the concatenated path]
At the initial endpoint,
\begin{align*}
(\gamma * \eta)(0)=h(0)=\gamma(2 \cdot 0)=\gamma(0)=x.
\end{align*}
At the terminal endpoint,
\begin{align*}
(\gamma * \eta)(1)=h(1)=\eta(2 \cdot 1-1)=\eta(1)=z.
\end{align*}
We have shown that $\gamma * \eta=h$ is continuous and has initial point $x$ and terminal point $z$. Therefore $\gamma * \eta$ is a path from $x$ to $z$.
[/step]