 Solution

Let $t_0$ be the finite cut time and put $q=\gamma (t_0)$. Continuity of Riemannian distance shows that the segment to $q$ still minimizes and $d(p,q)=t_0$. Choose $t_j\downarrow t_0$ with $t_j>t_0$. By the Hopf-Rinow theorem, there is a minimizing geodesic from $p$ to $q_j=\gamma (t_j)$ with length ${\ell }_j=d(p,q_j)<t_j$ and initial unit vector $v_j$. Continuity gives ${\ell }_j\to t_0$.

The unit tangent sphere is compact, so after a subsequence $v_j\to v$. Smooth dependence of the Riemannian exponential map gives ${\exp }_p(t_{0}v)=q$. The geodesic with initial vector $v$ has length $t_0=d(p,q)$ up to $q$, hence minimizes. If $v\ne \dot{\gamma }(0)$, this is the required second minimizing geodesic.

Suppose instead $v=\dot{\gamma }(0)$ and $q$ is not a conjugate point. Then the differential of ${\exp }_p$ at $t_0\dot{\gamma }(0)$ is nonsingular. The inverse function theorem makes ${\exp }_p$ injective on a neighborhood of this vector. For large $j$, both ${\ell }_j{v}_j$ and $t_j\dot{\gamma }(0)$ belong to that neighborhood and exponentiate to $q_j$. They must be equal, implying ${\ell }_j=t_j$, a contradiction. Thus either a distinct minimizing geodesic exists or $q$ is conjugate. In the latter case it is the first conjugate point, since part (a) excludes any earlier one on a minimizing segment. We have proved the cut-point dichotomy for complete Riemannian manifolds.

Here the relevant concept is a Riemannian cut point, not the topological cut point obtained by disconnecting a space through removal of a point.