Main Question
Can someone give a "constructive" proof of the fact that,
Let $(X,d)$ be a metric space and $x,y\in X$. Let $B_d(x,r_x)$ and $B_d(y,r_y)$ be two open balls centered respectively at $x$ and $y$ for $r_x,r_y\in \mathbb{R}^+$. Suppose that $B_d(x,r_x)\cap B_d(y,r_y)\ne \emptyset$ and $z\in B_d(x,r_x)\cap B_d(y,r_y)$. Show that there exists $r_z\in\mathbb{R}^+$ such that $$B_d(z,r_z)\subseteq B_d(x,r_x)\cap B_d(y,r_y)$$
I have actually tried to give a constructive proof of the fact in this post (see the "Second Proof") but after reading the proof carefully I came to the conclusion that it doesn't satisfy my aim because it the second proof doesn't actually "constructs" something, it actually gives a motivation for it. I am not sure whether it is the same thing as a "constructive" argument.
Relevant Definitions
Definition of Open Ball Let $(X, d)$ be a metric space and let $r\in\mathbb{R}^+$. Then the set, $B_d(x, r) := \{y \in X : d(x, y) < r\}$ will be said to be the open ball of radius $r$ centered at $x$ in the metric space $(X, d)$.
Definition of Open Set
Let $(X,d)$ be a metric space and $U\subseteq X$. Then $U$ will be said to be $d$-open in $X$ if for all $x\in U$, there exists $r>0$ such that $B_d(x,r)\subseteq U$.
It may be asked that what I have meant by a "constructive" proof. For that purpose, I think that the following will illustrate what I mean by a "constructive" proof.
Proposition Let $(X, d)$ be a metric space, $x \in X$ and $r > 0$. Then the open ball $B_d(x,r)$ is open.
Proof Assume an $s>0$ exists such that $B_d(y,s)\subseteq B_d(x,r)$. If $z \in B(y, s)$, we want to show that $d(z, x) < r$. Now, $$d(z, x) \le d(z, y) + d(y, x) <s + d(x, y) < r$$ This prompts us to consider $0 < s <r - d(x, y)$. Let $s$ be one such. If $z \in B(y,s)$, then we have $$d(z, x) < d(z, y) + d(y, x) <s + d(y, x) < r$$ Thus, $B_d(y, s) \subseteq B_d(x,r)$. Since $y$ is an arbitrary element of $B_d(x , r)$, we are done.
What you give as an illustration of what you mean by a "constructive proof" actually illustrates that you're not talking about proofs at all; my conjecture is that you're really talking about an explanation of how one might find a proof of something.
Your illustration:
This is simply not in any way shape or form a proof that open balls are open. To prove that you need to show that if $z\in B(x,r)$ then there exists $s>0$ such that $B(z,s)\subset B(x,r)$. And you simply do not prove that. A proof of that cannot begin by assuming that $B(z,s)\subset B(x,r)$.
One might regard it as an illustration of how one might find a proof of the proposition. If so it's very badlyy phrased - over and over you say $A$ implies $B$ when what you mean is more something like "We need to prove $A$; now that would follow from $B$" or something.
Assuming that it's actually supposed to be motivation for the proof, one might give a much less incoherent presentation:
Or something like that - I'm not going to bother proofreading the above. The point is just the difference between starting a supposed "proof" by assuming exactly what is to be proven, and starting an explanation of how one might find a proof by stating clearly what is to be proven, then commenting on what might prove that.