 Solution

Expansion of the two squares givesLet $D=d(f,g)$ be the Fourier distance of order two, with the supremum taken over $\xi \ne 0$. Both Fourier transforms have modulus at most one. Add and subtract $\hat{g}({\xi }^{+})\hat{f}({\xi }^{-})$, then use the triangle inequality:Dividing by $|\xi {|}^2$ proves the bound by $D$, and splitting the last expression into its two weighted terms gives the requested intermediate inequality. If one of ${\xi }^{\pm }$ vanishes, its unweighted difference is zero by equal mass; its weighted term is interpreted as zero, avoiding a $0/0$ quotient.

Equal mass and first moment also explain finiteness of this distance: subtract the constant and linear Taylor terms in the Fourier integral and use $|e^{-ia}-1+ia|\le a^2/2$. This bounds the difference by $|\xi {|}^2\int |v{|}^2(f+g)/2$. No direction-independent extension of the quotient at zero is required.