I'm considering the different cases for $a$ and $b$
Case 1) $ a\geq 0$ and $ b\geq 0$
Given both terms are positive, $ a + b \geq 0 $ $$ |a+b| = a + b = |a| + |b|\\ $$
Case 2) $ a< 0$ and $ b< 0$
Given both terms are negative, $ a + b < 0 $ $$ |a+b| = -(a + b) = -a -b = |a| + |b|\\ $$
Case 3) $ a> 0$ and $ b< 0$
Case 3a) $ a + b \geq 0 $
Knowing that $ b < -b $ because $ b < 0 < -b $: $$ |a+b| = a + b < a - b = |a| + |b| $$ Case 3b) $ a + b \leq 0 $
Knowing that $ -a < a $ because $ -a < 0 < a $: $$ |a+b| = -(a + b) = -a - b < a - b = |a| + |b| $$
Case 4) $ a< 0$ and $ b> 0$
Case 4a) $ a + b \geq 0 $
Knowing that $ a < -a $ because $ a < 0 < -a $: $$ |a+b| = a + b < -a + b = |a| + |b| $$
Case 4b) $ a + b \leq 0 $
Knowing that $ -b < b $ because $ -b < 0 < b $: $$ |a+b| = -(a + b) = -a -b < -a + b = |a| + |b| $$
Is my proof correct?
I feel like it's somewhat incomplete as I'm not considering when either $a$ or $b$ are equal to zero in the cases 3 and 4.
Dealing with absolute values, the general strategy is: if you can avoid the cases method, do it.
Here , we have a typical example of this strategy: as both expressions are non-negative numbers, we compare them by comparing their squares, using that $|x|^2=x^2\,$: $$|a+b|^2=a^2+2ab+b^2,\enspace \text{ and }\enspace (|a|+|b|)^2=a^2+2|a||b|+b^2,$$ so that comparing $|a+b|$ and $|a|+|b|$ amounts to comparing $ab$ and $|a||b|=|ab|$, namely $$|a+b| <|a|+|b|\iff ab<|ab| \iff ab<0,$$ i.e., in ordinary language $a$ and $b$ have different signs.