By playing around with assoc. Legendre polynomials, I arrived at

$$((l+1)+m) (P_l^m(x))^2+((l+1)-m)(P_{l+1}^m(x))^2 = 2(l+1)x P_l^m(x)P_{l+1}^m(x).$$

Now, I want to show that we don't have equality for $x \in (-1,1).$

I undertook quite some computations in order to be sure that this is really the case, but I currently don't see why this is true.

There are some simple ways to start with:

For $x=0$ the inequality is obvious and both sides are even functions.

The remarkable remark: A remarkable, but maybe not obvious fact is that this equation is equivalent to the fact that the Wronskian of the functions $P_l^m$ and $P_{l+1}^m$ does not vanish inside $(-1,1)$, so if it is possible to show this, then you showed the inequality too. Maybe this has be shown somewhere, I don't know, I could not find it.

By playing around with assoc. Legendre polynomials, I arrived at

$$((l+1)+m) (P_l^m(x))^2+((l+1)-m)(P_{l+1}^m(x))^2 = 2(l+1)x P_l^m(x)P_{l+1}^m(x).$$

Now, I want to show that we don't have equality for $x \in (-1,1).$

I undertook quite some computations in order to be sure that this is really the case, but I currently don't see why this is true.

There are some simple ways to start with:

For $x=0$ the inequality is obvious and both sides are even functions.

The remarkable remark: A remarkable, but maybe not obvious fact is that this equation is equivalent to the fact that the Wronskian of the functions $P_l^m$ and $P_{l+1}^m$ does not vanish inside $(-1,1)$, so if it is possible to show this, then you showed the inequality too. Maybe this has be shown somewhere, I don't know, I could not find it.

So equivalently, I want to understand why $W(P_l^m,P_{l+1}^m) \neq 0$ in $(-1,1)$.