How can one go about proving this? (I understand that the said series does converge uniformly on all $[-a, a]$ where $0 \leq a < 2$.)
I am especially interested in knowing if there is a way to prove this using the definition of uniformly Cauchy series.
If the given series converges uniformly on $(-2,2)$ then it converges uniformly on $[-2,2]$ since the functions $f_n\colon x\mapsto 2^{-n}x^n$ are continuous on $[-2,2]$ and $$\sup_{x \in (-2,2)} \lvert S_k(x) - S_m(x)\rvert = \sup_{x\in [-2,2]} \lvert S_k(x) - S_m(x)\rvert$$ where $$S_k(x)=\sum_{n=1}^kf_n(x)$$ and it's clear that the series doesn't converge for $x=2$ or $x=-2$.