To prove that for any vector norm $\| \cdot \|$ that $\left| \|x\| - \|y\| \right| \leq \|x - y\|$ I've been trying to follow the derivation found here http://fourier.eng.hmc.edu/e161/lectures/algebra/node11.html but I can only understand up to the step where we get $\|x - z\| \leq \|x\| + \|z\|$ but I get stuck on how subtracting $\|y\|$ from both sides then defining $z = z + y$ gets us $\|z\| - \|y\| \leq \|z - y\|$. Any help is appreciated.
Edit: The proof found can be done using the following 3 definitions: (1) $\|x\| \geq 0$, (2) $\|\alpha x \| = |\alpha| \|x\|$, and (3) the triangle inequality $\|x + y\| \leq \|x\| + \|y\|$.
You have the wrong substitution. Try $x=z-y$.