Let $(G,d)$ be a group that is also a compact metric space, and G is topological (The maps $G \times G \to G, (x,y) \to xy$ and $G \to G, x \to x^{-1}$ are continuous). And then we consider $(G,\rho)$, where $\rho(x,y)=\inf\limits_{g \in G} d(gx,gy)$ is assumed to be a metric.
The first question consists of showing that $\rho$ is $G$ left invariant. (if $h \in G$, $$\rho(hx,hy)=\inf\limits_{g \in G} d(ghx,ghy)=\inf\limits_{k \in G} d(kx,ky)=\rho(x,y),$$ since the map $g \to gh$ is a bijection on $G$).
I am clueless for the remaining question that asks us to show that the the identity mapping from $(G,d)$ to $(G,\rho)$ is Lipschitz and from $(G,\rho )$ to $(G,d)$ is uniformly continuous. (For the second, it is enough to prove continuity, and the rest follows by compactness). Edited: The first part is done, thanks to a small but clever comment by John Hughes. As for the second part, I tried to think a little, but came nowhere, as I thought that, fixing $x,y$ in $G$, and we consider $f(g)=d(gx,gy)$. I want to prove that this map is continuous, and if true, this might make it easier, as $\rho(x,y)$ will be attained by compactness.
To see that $\rho$ is a metric, if $x=y$ then $$\rho(x,x)=d(ex,ex)=d(x,x)=0$$ and if $\rho(x,y)=0$, then $x=y$ follows from @user254665's comment to my answer. $\rho(x,y)=\rho(y,x)$ is clear from symmetry. For the triangle inequality, we have for $x,y,z\in G$ \begin{align} \rho(x,y)+\rho(y,z) &= \inf_{g\in G} d(gx, gy) + \inf_{h\in G} d(hy, hz)\\ &\geqslant \inf_{g\in G} \left(d(gx, gy) + d(gy, gz)\right)\\ \end{align} since $$\{d(gx,gy)+d(hy,hz):g,h\in G\}\subset \{d(gx,gy)+d(gy,gz):g\in G\} $$ and from the triangle inequality of $d$ we obtain $$d(gx,gy) + d(gy,gz)\geqslant d(gx,gz) $$ for all $g\in G$, which implies that $$\rho(x,y)+\rho(y,z)\geqslant \rho(x,z). $$
As for showing that $\rho$ is $G$-left invariant, your proof looks correct to me.
To show that the identity map from $(G,\rho)$ to $(G,d)$ is $1$-Lipschitz, @John Hughes's hint is sufficient.
As for the last question, I am not sure. But due to compactness of $(G,d)$, it is sufficient to show that a sequence $\{x_n\}$ which converges with respect to $\rho$ has a Cauchy subsequence with respect to $d$.