Here, everything takes place in $\mathbb{C}^d$ for some $d$, and the sphere $\mathcal{S} = \{\mathbf{x}\in\mathbb{C}^d:\|\mathbf{x}\| = 1\}$.
Given $\delta > 0$, consider a collection of vectors $\mathcal{Y}_{\delta}\subset\mathcal{S}$ such that for every $\mathbf{x}\in\mathcal{S}$ there is a $\mathbf{y}\in\mathcal{Y}_{\delta}$ such that $|\langle \mathbf{x},\mathbf{y}\rangle| > 1-\delta$. Consider now two vectors $\mathbf{v},\mathbf{w}\in\mathcal{S}$ such that $|\langle \mathbf{v},\mathbf{w}\rangle| < \epsilon$ for some small (but fixed) $\epsilon$ (i.e. the vectors $\mathbf{v}$ and $\mathbf{w}$ are "far away."). I would like to show that for every sufficiently small $\delta$ (independent of $\epsilon$) there is a $\mathbf{z}\in\mathcal{Y}_{\delta}$ such that $|\langle \mathbf{v},\mathbf{z} \rangle| > 1-\delta$ (this can be $1$ minus a constant times $\delta$ if that makes it easier) and $|\langle \mathbf{w},\mathbf{z}\rangle| \geq |\langle \mathbf{v},\mathbf{w}\rangle|.$
[Start Later Comment:] To clarify, I would like to see that the result holds for any collection $\mathcal{Y}_{\delta},\,\delta>0$ with the above property (designing your own $\mathcal{Y}_{\delta}$s is not allowed.). Although if one can design such $\mathcal{Y}_{\delta}$s with finite cardinalities so that the above result holds, that would also be interesting. [End Later Comment]
I feel I do not have the necessary tools to approach these kind of problems so any general suggestion would be great.
For some intuition, suppose everything were real and $d=2$ (i.e. we work in $\mathbb{R}^2$). Then $\mathcal{Y}_{\delta}$ could be chosen to be the vectors on the unit circle that are $O(\delta)$-apart. Given $\mathbf{v}$ and $\mathbf{w}$ that are sufficiently far away, I can find a vector $\mathbf{z}$ in $\mathcal{Y}_{\delta}$ that is $1-\delta$ close to $\mathbf{v}$, but at the same time, $\mathbf{z}$ can be chosen to be closer to $\mathbf{v}$ than it is to $\mathbf{w}$.
Edit: It seems there is some confusion regarding the quantifiers. It is fine if you can prove it for a given $\epsilon$ (you can pick $\epsilon = 0.1$, for example.). The problem is then: Given an arbitrary collection of set of vectors $\mathcal{Y}_{\delta},\,\delta > 0$ that satisy $\exists \delta_0 > 0,\,\forall \delta \in (0,\delta_0),\,\forall \mathbf{x}\in\mathcal{S},\,\exists\mathbf{y}\in\mathcal{Y}_{\delta},\,|\langle \mathbf{x},\mathbf{y}\rangle| > 1-\delta.$ Then show, (with $\epsilon = \frac{1}{10}$ for example), that $\exists \delta_0 > 0,\,\forall \delta \in (0,\delta_0),\,\forall \mathbf{v},\mathbf{w}\in\mathcal{S}$ with $|\langle \mathbf{v},\mathbf{w}\rangle| < \frac{1}{10}$ there exists $\mathbf{z}\in\mathcal{Y}_{\delta}$ with $|\langle \mathbf{v},\mathbf{z} \rangle| > 1-\delta$ and $|\langle \mathbf{w},\mathbf{z}\rangle| \geq |\langle \mathbf{v},\mathbf{w}\rangle|$.
We can make the obvious strategy work: push $v$ a little bit towards $w$ and then approximate this vector by a $z\in Y_{\delta}$.
Let me write $\langle v, w\rangle = s = |s|e^{i\alpha}$. Next, let's introduce $$ u = \frac{1}{L} (v+\sigma w) , \quad L = \|v+\sigma w\| ; $$ here, I'm going to choose $\sigma = O(\delta^{1/2})$ later on.
I can now pick a $z\in Y_{\delta}$ with $|\langle z, u \rangle|> 1-\delta$. Observe that this implies that $\|e^{i\beta}z-u\|< (2\delta)^{1/2}$ for suitable $\beta$; for convenience, I will assume that $\beta=0$ (replace $z$ by $e^{i\beta}z$ in the calculations below for the general case). Thus $$ \langle z, w \rangle = \langle u, w \rangle + O(\delta^{1/2}) = \frac{s+\overline{\sigma}}{L} + O(\delta^{1/2}) ; \quad\quad\quad\quad (1) $$ the implied constant in $O(\delta^{1/2})$ is $\sqrt{2}$. This means that if I now set $\sigma=A\delta^{1/2}e^{-i\alpha}$ with a sufficiently large $A>0$, then I have satisfied your second condition. Indeed, with this choice of $\sigma$, we have that $$ L^2 = 1 + A^2\delta + 2A|s|\delta^{1/2} , \quad\quad\quad\quad (2) $$ so if we take another look at (1), we see that I have made the scalar product $s$ larger by adding $\overline{\sigma}$, and the error terms coming from $L-1$ and $O(\delta^{1/2})$ can't completely destroy this achievement. More explicitly, notice that $|s+\overline{\sigma}|=|s|+A\delta^{1/2}$, and expand (2): $$ L = 1 + A|s|\delta^{1/2} + O(\delta)\quad\quad\quad\quad (3) $$ Recall that the $O(\delta^{1/2})$ term from (1) was really bounded by $(2\delta)^{1/2}$. Thus $$ \textrm{RHS of (1)} \ge (|s|+A\delta^{1/2})(1-A|s|\delta^{1/2}-O(\delta)) - (2\delta)^{1/2}\\ = |s| +A(1-|s|^2)\delta^{1/2} - (2\delta)^{1/2} - O(\delta) , $$ and this will be $\ge |s|$ for small $\delta>0$, as desired (provided we took $A>0$ large enough).
Finally, consider $$ |\langle v, z\rangle | =\left| L\langle u, z \rangle - \overline{\sigma}\langle w, z\rangle \right| \ge L (1-\delta) - A\delta^{1/2}\left( \frac{|s|+A\delta^{1/2}}{L}+O(\delta^{1/2})\right) . $$ We have one potentially dangerous term on the RHS, namely $-A|s|\delta^{1/2}/L$ (everything else we're subtracting is $O(\delta)$). However, (3) shows that everything will work out fine after multiplying out $L(1-\delta)$.