Let $z\in\mathbb{C}$ such that $z = x+iy$ for some real numbers $x$ and $y$.
I have to prove that $$\Biggl|\frac{z}{|z|}-1\Biggr|<\arg(z)$$
And now the problem reduces to prove that $2(1-\cos x))<x^{2}$
Let $z\in\mathbb{C}$ such that $z = x+iy$ for some real numbers $x$ and $y$.
I have to prove that $$\Biggl|\frac{z}{|z|}-1\Biggr|<\arg(z)$$
And now the problem reduces to prove that $2(1-\cos x))<x^{2}$
On
$z= |z| e^{it} = |z|(\cos t + i\sin t)\\ \arg z = t$
$|\frac {z}{|z|} - 1| \le \arg z\\ |(\cos t - 1) + i\sin t| \le t$
The red line is shorter that the black curve. And since the line connecting two points is the shortest path between those points, we could drop it there.
I am guessing that you have: $|(\cos t - 1) + i\sin t| = \sqrt {(\cos t - 1)^2 + \sin^2 t} = \sqrt {2+2\cos t}$
and then you squared both sides, giving the question in this post.
I would rather suggest: $\sqrt {2+2\cos t}= 2|\sin \frac 12 t|$
and $|\sin x| \le x$ if $x\ge 0$
$2|\sin \frac 12 t| \le t$
We have that
$$\left|\frac{z}{|z|}-1\right|=\left|\frac{x}{\sqrt{x^2+y^2}}-1+i\frac{y}{\sqrt{x^2+y^2}}\right|=\lvert \cos \theta-1+i\sin \theta\rvert=\sqrt{(\cos \theta-1)^2+\sin^2 \theta}=$$
$$=\sqrt{2-2\cos \theta}<\theta \iff1-\cos \theta <\frac{\theta^2}2 \quad\theta>0$$
then consider for $x>0$
$$f(x)=\cos x-1+\frac{x^2}2>0$$
indeed $f(0)=0$ and
$$g(x)=f'(x)=-\sin x+x\ge0$$
indeed $g(0)=0$ and
$$g'(x)=1-\cos x \ge 0$$