I believe my proof of this simple fact is fine, but after a few false starts, I was hoping that someone could look this over. In particular, I am interested in whether there is an alternate proof.
For a real number $a$ and non-empty subset of reals $B$, define $a + B = \{a + b : b \in B\}$. Show that if $B$ is bounded above, then $\sup(a + B) = a + \sup B$.
My attempt:
Fix $a \in \mathbb{R}$, take $B \subset \mathbb{R}$ to be nonempty and bounded above, and define $$a + B = \{a + b : b \in B\}.$$ Since $B$ is nonempty and bounded above, the least-upper-bound axiom guarantees the existence of $\sup B$. For any $b \in B$, we have $$b \leq \sup B,$$ which implies $$a + b \leq a + \sup B.$$ As this is true for any $b \in B$, it follows that $a + \sup B$ is an upper bound of $a + B$, and hence $\sup(a + B)$ exists, by the completeness axiom, since $B \neq \emptyset$ implies immediately that $a + B \neq \emptyset$. I claim that $a + \sup B$ is in fact the least upper bound of $a + B$. As we have already shown it to be an upper bound, it suffices to demonstrate that $a + \sup B$ is the least of the upper bounds. Let $\gamma$ be an upper bound of $a + B$. Hence, for any $b \in B$, $$a + b \leq \gamma,$$ which implies that $$b \leq \gamma - a.$$ As this holds for all $b \in B$, $\gamma - a$ is an upper bound of $B$. Hence, by the definition of supremum, $$\gamma - a \geq \sup B,$$ which implies that $$\gamma \geq a + \sup B,$$ as desired.
I tried to write the proof initially be showing that $\sup(a + B) \leq a + \sup B$ and $\sup(a + B) \geq a + \sup B$, but didn't have any luck. If there is a trick to it, I would be interested in hearing it.
What you've done looks correct to me, but I think we can rework it more concisely using exactly the strategy that you suggest at the end of the question. Note that both suprema exist since the sets are non-empty.
First direction: Let $\lambda \in a + B$. Then $\lambda = a + b$ for some $b \in B$. Since a supremum is an upper bound, $b \leq \sup B$, so $\lambda \leq a + \sup B$. Since $\lambda \in a + B$ was arbitrary, $a + \sup B$ is an upper bound for $a + B$, hence $\sup(a + B) \leq a + \sup B$.
At this point it might be worth pausing to try the other direction yourself - the idea is similar, so it would be a good test of understanding.
Other direction: Let $b \in B$. Then $a + b \in a + B$, and since a supremum is an upper bound, $a + b \leq \sup(a + B)$. Rearranging, $b \leq \sup(a + B) - a$, so $\sup(a + B) - a$ is an upper bound on $B$, and hence $\sup B \leq \sup(a + B) - a$, and it follows that $\sup(a + B) \geq a + \sup B$.
Conclusion: It follows immediately that $\sup(a +B) = a + \sup B$.