So I wanted to find the infimum of the set described in the title, and I'm pretty confident on what the subsequence should be to ensure a 0 infimum.
$[4899,4899899999,4899899999899999999999, \dotsc]$, where the next term in the sequence is the previous + '8' + '9' * $(2s+1)$, where $s$ is the length of the previous set of consecutive nines. In the sequence I provided, it goes 2,5,11... (I'm fairly confident 1,3,7,15... also works).
But a proof of this eludes me. I tried some funky stuff with the multinomial theorem and binomial theorem
$(10^6 4899 + 899999)^2$ and tried to chunk it based on the first section and second but I really couldn't go anywhere due to the $2\cdot 899999 \cdot 10^6 \cdot 4899$ term.
EDIT: 49 is a good starting term to look at.
The claim is true. Here is a solution based on this AoPS thread. Let
$$ n=10^{4k}+2\cdot10^{3k}-10^{2k}+2\cdot10^{k}+1. $$
Then you can check that $$ n=10^{4k}+10^{3k}+9\cdot 10^{3k-1}+9\cdot 10^{3k-2}+\dots+9\cdot 10^{2k}+2\cdot 10^k+1\\ n^2=10^{8k}+4\cdot 10^{7k}+2\cdot 10^{6k}+10^{4k+1}+10^{4k}+2\cdot 10^{2k}+4\cdot 10^{k}+1. $$
Thus $$ \frac{d(n^2)}{d(n)}=\frac{1+4+2+1+1+2+4+1}{1+1+9k+2+1}=\frac{16}{9k+5} \to 0 \text { as } k\to \infty. $$