A Hausdorff topological group (G,T) is said to be locally minimal if there exists a T-neighborhood U of 1_G such that whenever T' is a coarser Hausdorff group topology on G such that U is still a
(this is a correction of my previous comment in which ResearchGate robot substituted the correct reference by a similar one that exists on ResearchGate)
I think every locally minimal topology on the group is discrete. By way of contradiction, we assume every neighbourhood of 0 is infinite. Suppose there is a closed U witnesses that every closed subgroup contained in U is minimal and K is a maximal subgroup contained in U, then K is closed and infinite. Indeed, if K were finite, then there would be a neighbour V of 0 s.t. K+V+V is contained in U and V∩K=0, then K+ is in U for any nonzero x in V. This contradicts to the maximality.
So K is a countable infinite minimal group of exponent 2, this is impossible.
One moment in your reasoning remains unclear for me. Namely, the sentence "if K were finite, then there would be a neighbourhood V of 0 s.t. K+V+V is contained in U". There would be no problem in the case of open U, but I don't see why this should be true for your closed U. Say, a closed $U$ may be of the form of a "big" neighborhood W and just one point y that lies "far" outside of W. Then for the set K = {0, y} there may be no neighborhood V of 0 such that K+V+V is contained in U.
I am a bit confused by this answer: Protasov and Peng gave (completely different, yet both in ZFC) proofs that such a topology need not exist. Maybe it is all a question of misunderstanding, I guess.
I am a little bit confused with your answer. It looks like the topology in your example (the neighborhood base of 0=emptyset is an ultrafilter) is locally MAXIMAL (i.e. there is no STRONGER non-discrete topology on any neighborhood of zero element). Why it should be locally MINIMAL?
Also, every neighborhood of 0 contains 0. So maybe neighborhoods of 0 in your example should be unions of {0} and elements of the ultrafilter.
Sorry, if I misunderstood something.
Also, by now I don't see problems with the argument given by Dekui Peng