I have a question about the derivative of a distance function.

Let $D \subset \mathbb{R}^{d}$ be a connected and unbounded open subset with smooth boundary. $B(z,r)$ denotes the **closed (not open)** ball of radius $r>0$ centered at $z \in \bar{D}$. We define the following distance function $F$ on $\mathbb{R}^{d}$:
\begin{equation*}
F: \mathbb{R}^{d} \ni x \mapsto d(x,\partial D \cap B(z,r)) \in \mathbb{R}.
\end{equation*}
This function is differentiable in a.e. sense since it is $1$-Lipschitz continuous (Rademacher's theorem).
Note that $\{F=0\}= \partial D \cap B(z,r)$ holds,
since $\partial D \cap B(z,r)$ is a compact subset of $\mathbb{R}^{d}$.

**Question**

I think that $|\nabla F|>0$ a.e. does not hold in general. But can we show the following assertion?

**There exists $\varepsilon>0$ such that $|\nabla F|>0 \text{ a.e. on } \{F < \varepsilon\}$**

If you know related results, please let me know.