This is not a homework assignment, but something I'm reviewing.
I need to prove that $0^n 1^n 2^n$ where $n \geq 0$ is not regular (Just the DFA, not related to CFG). I feel like this is similar to proving $0^n1^n$ is not regular because all you have to do is pump the 0's and then the size of each digit doesn't match so the language isn't regular.
But in this solution (page 3), I understood only up to $xy = 0^k$. If I had continue from this, I would have said "If you have the string $xyyz$, then the string will have more $0$'s then $1$'s and $2$'s. The variable $y$ has to have at least one $0$ in it (because of the pumping lemma condition), so adding one more $y$ will add a $0$ breaking the language and reaching a contradiction. "
Is there anything wrong with my approach?
From the pdf, I see they then broke up the string into $x=0^a y= 0^b z=0^c 1^p 2^p$. Then by setting $i=0$, they show that $|y|$ will equal $0$ when it shouldn't because of the pumping lemma. I guess they wanted to show a pumped down version?
Your approach is a bit informal but basically correct: in this case you can pump in either direction and get a contradiction. It’s a good idea, though, to learn how to write it up more carefully, along the lines used in that PDF. You might write something like this, for instance:
Or if you just wanted a more careful version of your argument, you could replace the last bit with this: