If you just combine the infs/sups, then
$$\inf_{\delta>0}\sup_{I_\delta(x)}[{|f(y)-f(z)|}-{|g(y)-g(z)|}].$$
Some manipulations give
\begin{align*}
|f(y)-f(z)|-|g(y)-g(z)|&\le |f(y)|-|g(y)|+|f(z)|-|g(z)|\\
&=|f(y)-g(y)|+|f(z)-g(z)|\le 2\epsilon,
\end{align*}
so that
$$|\omega_f(x)-\omega_g(x)|\le \left|\inf_{\delta>0}\sup_{I_\delta(x)} 2\epsilon\right|=2\epsilon.$$