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Oh, sorry, I missed that $D$ might fail to be bounded. But then, the keyword might be "uniformly Lipschitz". However, there no definition of this term appears in the paper.
I don't think that this is true (unless $X$ is reflexive). The conjugate of the preconjugate is always weak-* lower semicontinuous. Hence, you have to assume at least that $g$ is weak-* lower semicontinuous.