My ultimate goal is to prove the following: If $G$ is a locally compact group and $K_\alpha$ a net of compact normal subgroups with trivial intersection, then the inverse limit $\projlim G/K_\alpha$ is locally compact. (I want to prove this because it's all I have left in order to prove $G$ is topologically isomorphic to this inverse limit).
I attempted to prove it as follows: every identity neighbourhood in our inverse limit contains some neighbourhood of the form $V_\beta K_\beta \times \prod_{\alpha\ne \beta}G/K_\alpha$, and since $G/K_\beta$ is locally compact $V_\beta K_\beta$ contains some compact neighbourhood $U_\beta K_\beta$ of the identity (in $G/K_\beta$). Consider $U_\beta K_\beta$ as a subset of $G$, i.e. as $\pi_\beta^{-1}(U_\beta K_\beta)$ (where $\pi_\beta:G\to G/K_\beta$ is the projection); if this subset is compact, then $U_\beta K_\beta \times \prod_{\alpha\ne \beta}G/K_\alpha$ is a compact identity neighbourhood contained in our original one.
Assuming I didn't make some mistake, this means what I have left to prove is this:
If $G$ is locally compact and $K$ is a compact normal subgroup, then the projection $p:G\to G/K$ is proper, i.e. its preimage of a compact set is compact.
Can anyone help proving this statement? Or help prove the inverse limit is locally compact in some other way?
Source: Alexander V. Arhangel'skii, Mikhail G. Tkachenko, Topological groups and related structures, Atlantis Press, Paris; World Sci. Publ., NJ, 2008.
Source: Ryszard Engelking, General Topology, 2nd ed., Heldermann, Berlin, 1989.