Here is a direct proof for $L^\infty$, without Hölder spaces or Morrey inequality.
- By the Arzelà–Ascoli theorem, every infinite bounded subset of $W^{1,\infty}$ has a limit point in $L^\infty$.
- Therefore, the embedding of $W^{1,\infty}$ into $L^\infty$ is compact.
- A compact operator maps weakly convergent sequences into convergent sequences.
Old answer: Every $C^1$ domain, and more generally a Lipschitz domain, is a Sobolev extension domain, meaning that Sobolev functions on it can be extended to Sobolev functions on $\mathbb R^n$. In particular, all embedding theorems for Sobolev spaces hold on such domains.
When $p>n$, Morrey's inequality gives a continuous embedding of $W^{1,p}$ into $C^\beta$ with $\beta=1-n/p$. In turn, $C^\beta$ compactly embeds into $C^\alpha$ for $0<\alpha<\beta$. See Is there a reference for compact imbedding of Hölder space? This topic was also discussed in Compact, continuous embeddings of $H^s := W^{s,2} \leftrightarrow C^{(\alpha)}$ (in one dimension).
Under your assumptions, you can get $u_m\to u$ in any space $C^\alpha$ with $\alpha\in (0,1)$. A fortiori, $u_m\to u$ in $L^\infty$.