Consider $X \times Y$ for metric spaces $X$ and $Y.$
I'm trying to show that $d_E(p,q) = \sqrt{d_X(p,q)^2 + d_Y(p,q)^2}$ fulfills the triangle inequality, but I can't workout the algebra so that things fall into place and it is clear that $$d_E(p_1,p_3) \leq d_E(p_1,p_2) + d_E(p_2,p_3).$$
I avoided writing out everything that I have written on paper because it is messy, but here is a little bit:
Consider $$d_E(p,p'') = \sqrt{d_X(p,p'')^2 + d_Y(p,p'')^2}$$ and $$d_E(p,p') = \sqrt{d_X(p,p')^2 + d_Y(p,p')^2}$$ and $$d_E(p',p'') = \sqrt{d_X(p',p'')^2 + d_Y(p',p'')^2}.$$ It must be shown that $$d_E(p,p'') \leq d_E(p,p') + d_E(p',p''),$$ or that $$d_E(p,p'')^2 \leq (d_E(p,p') + d_E(p',p''))^2.$$
I then proceeded to expand it out via the square, and it became messy and not, in the end, clear that the left was less than or equal to the right.