Consider the sequence $z_n = n+1 - u_n$. Then we have $z_0 = 1 - i$, and the recursion
$$z_{n+1} = n+2 - u_{n+1} = 1 + \left(n+1 - u_n - \frac{n+1-u_n}{\lvert n+1-u_n\rvert}\right) = 1 + \left(1 - \frac{1}{\lvert z_n\rvert}\right)z_n.\tag{1}$$
Now it is easy to prove inductively
- $\lvert z_n\rvert > 1$,
- $\Re z_n \geqslant 1$,
- $-1 \leqslant \Im z_n < 0$,
- $\Re z_{n+1} > \Re z_n$,
- $\Im z_{n+1} > \Im z_n$.
Writing $r_n = \lvert z_n\rvert$, $\Re z_n = x_n$, $\Im z_n = y_n$, the recursion $(1)$ yields
$$\begin{align}
x_{n+1} &= 1 + \frac{r_n-1}{r_n}x_n = x_n + \left(1 - \frac{x_n}{r_n}\right) > x_n \geqslant 1,\\
y_{n+1} &= \frac{r_n - 1}{r_n}y_n,
\end{align}$$
since $r_n > 1$ and $y_n \neq 0$. Further we have
$$\begin{align}
r_{n+1}^2 &= \left(1 + \frac{r_n-1}{r_n}x_n\right)^2 + \left(\frac{r_n - 1}{r_n}y_n\right)^2\\
&= 1 + 2\frac{r_n-1}{r_n}x_n + \left(\frac{r_n - 1}{r_n}\right)^2(x_n^2+y_n^2)\\
&= 1 + 2\frac{r_n-1}{r_n}x_n + (r_n-1)^2\\
&= r_n^2 - 2(r_n-1)\left(1-\frac{x_n}{r_n}\right)\\
& < r_n^2,
\end{align}$$
so the sequence $z_n$ is also bounded. Since the sequences of real resp. imaginary parts are monotonic, the sequence converges, say to $z_\ast = x_\ast + iy_\ast$.
Since the factor by which the imaginary part decreases is bounded away from $1$, we can conclude $y_\ast = 0$.
Since the sequence of real parts is strictly increasing, we have
$$x_\ast > x_1 = \Re \left(1 + \left(1 - \frac{1}{\sqrt{2}}\right)(1-i)\right) = 2 - \frac{1}{\sqrt{2}} > 1.$$
And that means
$$l = \lim_{n\to\infty} \lvert n - u_n\rvert = \lim_{n\to\infty} \lvert z_n - 1\rvert = x_\ast - 1 > 1 - \frac{1}{\sqrt{2}}.$$