I'm not sure about the idea behind the sequence $f_n(x)=n\sin(\sqrt{4\pi^2n^2 +x^2})$ being uniformly convergent on every compact of the form $[0,a]$ for $a>0$. On $\mathbb{R}$ we can find a sequence such that $\sin$ alternates the sign, thus making it impossible for $f_n$ to have a limit.
But the compact case is a little more tricky: let $K=[0,a]$, then by Weierstrass Thm $\forall n\exists M_n\mid$ $|f_n(x)|<M_n$, thus we wish for $M_n$ to be convergent. As we are using Weierstrass Thm, we can take $x_n\in K$ and $f_n(x_n)=M_n$. But $K$ is compact in $\mathbb{R}$: $\exists x_{n_k}\mid x_{n_k}\rightarrow\bar{x}\in K$, thus $f_{n_k}(x_{n_k})=M_{n_k}\rightarrow\overline{M}\in\mathbb{R}$, making $f_n$ uniformly convergent. The proof seems to make sense but on the other hand it doesn't depend on $f_n$, so it sounds like I'm either missing something.
HINT:
Note that we have for any fixed $x$
$$\begin{align} \sin(\sqrt{4\pi n^2+x^2})&=\sin\left(2\pi n\sqrt{1+\left(\frac{x}{2\pi n}\right)^2}\right)\\\\ &=\sin\left(2\pi n \left(1+\frac{x^2}{8\pi n^2}+O(n^{-4})\right)\right)\\\\ &=\frac{x^2}{4\pi n}+O\left(n^{-3}\right) \end{align}$$
whence multiplying by $n$ and letting $n\to \infty$ yields
$$\lim_{n\to \infty}n\sin(\sqrt{4\pi n^2+x^2})=\frac{x^2}{4\pi}$$