How can one prove, that this function represents a metric space in $\mathbb{R^2}$?
I know, that certain conditions have to be proved to prove a metric:
(i) For all $x, y \in X$ the following has to hold $d(x,y) \geq 0$ and $d(x,y) = 0$ holds exactly when $x = y$. (non-negativity)
(ii) $\forall x,y \in X (d(x,y) = d(y, x)$ (symmetry)
(iii) $\forall x,y, z \in X (d(x,z) \leq d(x,y) + d(y,z))$ (triangle inequality)
So, one has to check the conditions (i), (ii), (iii) and here I don't know if it is correct what I did:
(i): For all $x, y \in \mathbb{R^2} $ the following has to hold: $d_{TGV}(x,y) \geq 0$ and $d_{TGV}(x,y) = 0$ $\iff$ $x = y$, because if $\left\lVert x - y \right\rVert_2 = 0$, $x = y = 0$ due to absolute homogenity in norms.
(ii): Symmetry follows because $\left\lVert - x \right\rVert$ = $\left\lVert x \right\rVert$ and therefore $\left\lVert x - y \right\rVert$ = $\left\lVert y - x \right\rVert$ and $\left\lVert x \right\rVert_2 + \left\lVert y \right\rVert_2$ = $\left\lVert y \right\rVert_2 + \left\lVert x \right\rVert_2$ because of commutativity.
(iii) Now $\forall x,y, z \in \mathbb{R^2} (d_{TGV}(x,z) \leq d_{TGV}(x,y) + d_{TGV}(y,z))$ (triangle inequality), because $\left\lVert x + y \right\rVert_2 \leq \left\lVert x \right\rVert + \left\lVert y \right\rVert$ (triangle inequality in norms)

Your proof of the triangle inequality is wrong, because you worked as if $d(x,y)=\|x-y\|_2$. You must consider each possibility: