Let $X$ be a separable metric space and $A \subset$ X be countable and dense. Characterize the statements below as true or false (and why).
If every Cauchy sequence in $A$ converges in $X$, $A$ is complete.
If every Cauchy sequence in $A$ converges in $X$, $X$ is complete.
Is $X = \mathbb{R} \setminus \{\sqrt{2}\}$ and $A = \mathbb{Q}$ a direct counterexample of the two above statements?
For the first statement, I would say that it's false, since every Cauchy sequence of $A$ does not converge in $A$, so $A$ is not necessarily complete.
As for the second, there may be divergent Cauchy sequences of $X$, so false again.
Is my approach correct and if so, does the third statement play the role of a counterexample of the aforementioned?
Your approach is not correct.
The first statement is “If every Cauchy sequence in $A$ converges in $X$, $A$ is complete.” You cannot deduce from this that not every Cauchy sequence of $A$ converges in $A$. What If it turns out that $X=A$?
The second stament is “If every Cauchy sequence in $A$ converges in $X$, $X$ is complete.” Concerning this, what you do is to claim that there may be divergent Cauchy sequences of $X$. That's wrong. There is no such sequence.
And $X=\mathbb R\setminus\left\{\sqrt2\right\}$ and $A=\mathbb Q$ is a counterexample to the first statment, but not to the second one: $\left(\frac{\left\lfloor\sqrt2n\right\rfloor}n\right)_{n\in\mathbb N}$ is a Cauchy sequence of elements of $\mathbb Q$, but it does not converge in $\mathbb R\setminus\left\{\sqrt2\right\}$.