Let $\mathfrak g$ be a Lie algebra with ideals $I,J$. It is easy to check that $[[I,J],\mathfrak g] \subset [I,J]$ using the Jacobi identity but is it also a vector space?
That is, if $i,i' \in I$ and $j,j' \in J$, is it necessary that $[i,j] + [i',j'] \in [I,J]$?
Yes, $[I,J]+[I,J]\subset [I,J]$ by definition of $[I,J]$.