Sides $\frac{|b - c|}{\sqrt{(b^2 + 1)(c^2 + 1)}}, \frac{|c - a|}{\sqrt{(c^2 + 1)(a^2 + 1)}}, \frac{|a - b|}{\sqrt{(a^2 + 1)(b^2 + 1)}}$ of a triangle. 
Prove that for all pairwise distinct $a, b, c \in \mathbb R$, $$\frac{|b - c|}{\sqrt{b^2 + 1}\sqrt{c^2 + 1}}, \frac{|c - a|}{\sqrt{c^2 + 1}\sqrt{a^2 + 1}}, \frac{|a - b|}{\sqrt{a^2 + 1}\sqrt{b^2 + 1}}$$ are always sides of a triangle.

For all $\triangle MNP$ where $m = MP, n = PM, p = MN$, we have that $$n + p > m, p + m > n, m + n > p$$
We need to obtain that $$\frac{|a - b|}{\sqrt{a^2 + 1}\sqrt{b^2 + 1}} + \frac{|b - c|}{\sqrt{b^2 + 1}\sqrt{c^2 + 1}} > \frac{|c - a|}{\sqrt{c^2 + 1}\sqrt{a^2 + 1}}$$
First attempt, we have that $$\frac{(a - b)^2}{|a - b|\sqrt{a^2 + 1}\sqrt{b^2 + 1}} + \frac{(b - c)^2}{|b - c|\sqrt{b^2 + 1}\sqrt{c^2 + 1}}$$
$$ \ge \frac{(c - a)^2}{\sqrt{b^2 + 1} \cdot \left(|b - c|\sqrt{c^2 + 1} + |a - b|\sqrt{a^2 + 1}\right)}$$
and $$\left(|b - c|\sqrt{c^2 + 1} + |a - b|\sqrt{a^2 + 1}\right)^2 \le \left[(b - c)^2 + (a - b)^2\right] \cdot (c^2 + a^2 + 2)$$
It is needed to prove that $$\sqrt{\left[(b - c)^2 + (a - b)^2\right] \cdot (b^2 + 1)(c^2 + a^2 + 2)} < |c - a|\sqrt{c^2 + 1}\sqrt{a^2 + 1}$$
Second attempt, it is to prove that $$|a - b|\sqrt{c^2 + 1} + |b - c|\sqrt{a^2 + 1} > |c - a|\sqrt{b^2 + 1}$$
According to the Cauchy - Schwarz inequality, we have that $$\left(|a - b|\sqrt{c^2 + 1} + |b - c|\sqrt{a^2 + 1}\right)^2 \ge 2|(a - b)(b - c)|\sqrt{(c^2 + 1)(a^2 + 1)}$$
What needs to be established is $$2|(a - b)(b - c)|\sqrt{(c^2 + 1)(a^2 + 1)} > (c - a)^2(b^2 + 1)$$
Third attempt, let $a = \tan\alpha, b = \tan\beta, c = \tan\gamma$ $\left(\alpha, \beta, \gamma \in \left[-\dfrac{\pi}{2}, \dfrac{\pi}{2}\right]\right)$, it could be easily deducted that $$\frac{|c - a|}{\sqrt{c^2 + 1}\sqrt{a^2 + 1}} = \frac{|\tan\gamma - \tan\alpha|}{\sqrt{\tan\gamma^2 + 1}\sqrt{\tan\alpha^2 + 1}} = \frac{\left|\dfrac{\sin(\gamma - \alpha)}{\cos\gamma\cos\alpha}\right|}{\dfrac{1}{\cos\gamma\cos\alpha}} = \pm\sin(\gamma - \alpha)$$
For all of the above attempts, there need to be considered multiple cases of $a, b, c$, whether they're positive and negative, and their arrangements from littlest to greatest.

For complex numbers $z, w \in \Bbb C$ is
$$
d(z, w) = \frac{|z - w|}{\sqrt{|z|^2 + 1}\sqrt{|w|^2 + 1}}
$$
(apart from a constant factor) the “spherical distance” of $z$ and $w$, that is the euclidean distance of the stereographic projections of $z, w$ onto a sphere. See for example A metric in $\mathbb{C}^{\infty}$ or What is this metric called?.
$d$ is a metric on $\Bbb C$. It follows that
$$
 d(a, c) < d(a, b) + d(b, c)
$$
for (all permutations of) pairwise distinct $a, b, c \in \Bbb C$, with strict inequality because three distinct points on a sphere cannot be collinear. This implies that $d(a, b)$, $d(b, c)$, $d(c, a)$ are the side length of a non-degenerate plane triangle.
In particular this holds for pairwise distinct $a,b, c \in \Bbb R$.


Your last approach works also: According to Metric $d(x,y)=\frac{|x-y|}{\sqrt{1+x^2}\sqrt{1+y^2}}$ on $\mathbb{R}$ we have
$$
d(a, b) = \frac{|a - b|}{\sqrt{a^2 + 1}\sqrt{b^2 + 1}} = |\sin(\arctan(a) - \arctan(b))|
$$
for $a, b \in \Bbb R$. It follows that
$$
 d(a, c) = |\sin(\arctan(a) - \arctan(b) + \arctan(b) - \arctan(c))| \\
\le |\sin(\arctan(a) - \arctan(b))| + |\sin(\arctan(b) - \arctan(c))| \\= d(a, b) + d(b, c)
$$
since $|\sin(x+y)| \le |\sin(x)| + |\sin(y)|$. Equality holds only if $x=0$ or $y= 0$, that is if $a=b$ or $b=c$.
