Your inequality |cos(nx)| \leq |n*cos(x)| is true for all x and odd n. WMA n is positive. There is a simple inductive proof. Clearly true for n=1. Expand cos((n-2)+2)x) = cos((n-2)x)cos(2x)-sin((n-2)x)sin(2x). Use the triangle inequality and |sin(2x)|\leq 2|cos(x)|. Note that by induction, we have |cos((n-2)x)| \leq (n-2)|cos(x)|, I prefer a direct proof to using second inequality that is just as easy/hard to verify.