With $S^1$ as the unit circle:
$$ S^1 = \{ x \in \mathbb{R}^2 \mid x_1^2 + x_2^2 = 1 \} \\ $$
And with $\arg$ as the well defined argument function that returns the principle value:
$$ \arg(x) : \mathbb{C} \to (-\pi,+\pi] $$
We can define the angle distance function as:
\begin{align*} \angle &: S^1 \times S^1 \to [0,\pi] \\ \angle(x,y) &= | \arg((x_1 + i \cdot x_2) / (y_1 + i \cdot y_2)) | \\ \end{align*}
What we want to show is:
\begin{align*} \angle(x,z) &\le \angle(x,y) + \angle(y,z) \\ | \arg((x_1 + i \cdot x_2) / (z_1 + i \cdot z_2)) | &\le | \arg((x_1 + i \cdot x_2) / (y_1 + i \cdot y_2)) | + | \arg((y_1 + i \cdot y_2) / (z_1 + i \cdot z_2)) | \\ \end{align*}
I'm stuck on what to do next
The main idea is that $\arg(z_1/z_2)=\arg(z_1)-\arg(z_2)$. Hence, for three complex numbers, $x,y,z$, we can say $$ |\arg(z)-\arg(x)|=|\arg(z)-\arg(x)+\arg(y)-\arg(y)|. $$