Let $(M,g)$ be a manifold with Riemannian or Lorentzian metric $g$ (the signature doesn't matter for our purposes).
Consider $\gamma : (a,b)\to M$ a geodesic and $\phi^\xi_s : M\to M$ the flow of a Killing field $\xi$ with $s\in (-\epsilon,\epsilon)$. Build the family of curves $\gamma_\xi : (a,b)\times (-\epsilon,\epsilon)\to M$ as
$$\gamma_\xi (u,v)=\phi^\xi_v\circ\gamma(u).$$
I want to show that $\gamma_\xi(\cdot, v)$ is a geodesic for each $v\in (-\epsilon,\epsilon)$.
My idea is:
Assume $N=\gamma_\xi((a,b)\times (-\epsilon,\epsilon))$ is a two-dimensional embeded submanifold. Define a vector field on $N$ by $X_{\gamma_\xi(u,v)}=(\phi^\xi_v\circ \gamma)'(u)$, this is the field of tangent vectors.
Show with the definition of the Lie derivative that $L_\xi X = 0$. Furthermore, if we denote $X\lrcorner g=g(X,\cdot)$ it is easy to show that $L_\xi (X\lrcorner g)=0$ as well.
From (2) we find $L_\xi g(X,X)=0$ hence $g(X,X)$ is constant along the flow. This means that the function $g(X,X)$ is constant on each integral line of $\xi$. Since it is constant in $\gamma$, it follows $g(X,X)$ is constant on $N$.
From (3) we derive that in local coordinates $\nabla_\mu( X^\nu X_\nu) = 0$ implies $X^\nu \nabla_\mu X_\nu = 0$. Hence $X^\mu \nabla_\mu X_\nu=2X^\mu\nabla_{[\mu}X_{\nu]}$.
If $\omega = X\lrcorner g$, then since $d\omega =\operatorname{alt}(\nabla \omega)$ and since by definition of the alternation, we have $\operatorname{alt}(\nabla \omega)_{\mu\nu}=\nabla_{[\mu}\omega_{\nu]}$. On the other hand we can easily show by metric compatibility that $(\nabla_X Y)\lrcorner g=\nabla_X(Y\lrcorner g)$. Thus we have $\operatorname{alt}(\nabla \omega)_{\mu\nu}=\nabla_{[\mu}X_{\nu]}$.
In that case we have $X^\mu \nabla_\mu X_\nu = 2X^\mu (d\omega)_{\mu\nu}$. In the end we have that $\nabla_X (X\lrcorner g)=X\lrcorner d\omega$. Finaly taking the Lie derivative on both sides and using $L_\xi X = L_\xi \omega = 0$ we find $L_\xi (\nabla_X (X\lrcorner g))=0$ and this yields $L_\xi (\nabla_X X)=0$. Since $\nabla_X X = 0$ on $\gamma$, it follows $\nabla_X X = 0$ on $N$ and each curve is a geodesic.
There are two issues: (i) this is a rather complicated proof, for such a natural result I expected something simpler. (ii) From (4) onwards I'm unsure of the rigor. I mean, $X$ is a vector field on $N$ which is an embeded submanifold, but not an open set of $M$. The connection $\nabla$ allows differentiation on $M$, not $N$. Furthermore, it seems I'm differentiating with respect to the coordinates of $M$ which is ilegal in $N$. Also, even if all holds in the manifold $N$, it is not clear what $\nabla$ is there, and furthermore this would only show the curves are geodesics on this connection of $N$.
Is my proof really wrong? If not, how to address the points above? If it is wrong, how to correctly and easily prove this?