Let $I = (x^2 - y^2, x^2 - z^2, \omega x - yz, \omega y - xz, \omega z - xy)$.
1. The homomorphism $\lambda$ is the map sending $x, y, z \mapsto 0$, so $\ker(\lambda) = (x,y,z)$ and so $\ker(\lambda)^2 = (x^2, y^2, z^2, xy, xz, yz)$. Considering the relations in $I$ we have that $\ker(\lambda)^2 = (x^2, \omega x, \omega y, \omega z)$ so now, as an $A$-module, we have that $\omega, x, y, z$ all annihilate $\ker(\lambda)/\ker(\lambda)^2$, so it is actually a $A/(\omega, x, y, z)$ module (that is, a $k$-vector space) of dimension $3$, since $x, y, z$ are a linear basis.
2. As $\mathcal{O}$-module, $A$ is generated by the residue classes of $1$ and any possible monomial. It's clear that $1, x, y, z, x^2$ are all independent. Now, we want to show that any other monomial is a $\mathcal{O}$-multiple of either of these. Consider any other monomial $x^a y^b z^c$, at least one of the exponents non-zero. Now the point is, whenever at least two of the exponents are non-zero, you can use the relations in $I$ to lower the degree, e.g. replacing $yz$ with $\omega x$. Keep iterating until you have a single variable, wlog $x^a$. Now if $a > 2$, considering that $x^2 = y^2 = z^2$ in $A$, you can replace $x^a$ with $x^{a-2} y^2$ and iterate the process, until you are left with either $x^2$ (which is equal to $y^2$ and $z^2$, or one among $x, y, z$. This shows that $1, x, y, z, x^2$ is a $\mathcal{O}$-basis for $A$.
3. The ideal $(\omega, x, y, z)$ clearly contains all the others, and also the quotient $A/(\omega, x, y, z)$ is the same as $\mathcal{O}/(\omega) = k$ which is a field. This implies that the ideal is maximal.
4. By "defining relations" they mean the polynomials in $I$, that is, the relations $x^2 - y^2 = 0$, $x^2 - z^2 = 0$, etc. It's easy to see that \[ R = A/(\omega) = k[x,y,z]/(x^2-y^2, x^2-z^2, xy, xz, yz) \] and by definition the embedding dimension is the dimension of $m/m^2$, where $m = (x,y,z)$ is the maximal ideal. But this is $3$ because it has $x, y, z$ as linear basis.
From https://en.wikipedia.org/wiki/Complete_intersection_ring, we have that if a ring is complete intersection then its embedding dimension is bigger than its actual dimension (we have $\mathsf{emb}\dim R = \dim R + \varepsilon_1(R)$). But here $\dim R = 5$, as the $\mathcal{O}$-basis for $A$ projects to a linear $k$-basis of $R$ (they generate and it's easy to check that they're linearly independent).
5. Cohen-Macauley implies that the depth is the same as the dimension (which is $1$). Using the cited Serre's criterion https://en.wikipedia.org/wiki/Serre%27s_criterion_for_normality, $S_k$ holds because the ring is Cohen-Macauley, and $R_0$ holds because the localization at every minimal prime is a field (the minimal primes are listed, so that's just a straightforward check). Since $R_0$ and $S_1$ hold, $A$ is reduced.
Note that here we need that $2$ is invertible, otherwise if e.g. $2=0$ then $(x+y)^2 = x^2 + y^2 = x^2 - y^2 = 0$, so $x+y$ would be nilpotent.
6. Let $M$ be a submodule of $R = A/(\omega)$ (note we have a presentation in point 4.), and let $p(x,y,z) \in M$. Since $1,x,y,z,x^2$ is a $k$-basis for $R$, then $p(x,y,z) = a + bx + cy + dz + ex^2$, with the coefficients in $k$. Now if $a \neq 0$ then $x^2 p(x,y,z) = ax^2 \in M \cap (x^2)$; if $a=0$ and $b \neq 0$ then $x p(x,y,z) = bx^2 \in M \cap (x^2)$, if $a, b = 0$ and (wlog) $c \neq 0$ (it's the same with $d$) then $y p(x,y,z) = cy^2 = cx^2 \in M \cap (x^2)$, and finally if $a,b,c,d=0$ then $ex^2 \in M \cap (x^2)$, so $(x^2)$ is a socle.
7. According to Wikipedia https://en.wikipedia.org/wiki/Gorenstein_ring, a noetherian ring of dimension $0$ is Gorenstein if and only if it has a simple socle as $R$-module, which is the case here. Wikipedia cites Eisenbud (1995), Proposition 21.5 as source for this statement. Do you need me to check that and write the proof here?
I fixed parts 4 and 5, the answer is now complete.
This is not my area of expertise, but the offered bounty seems low for the level of the question.
I have a solid background in algebra, but not this branch in particular. I think I figured out a few details, but going through everything formally is a lot of work. I'm willing to take the question if we can sort of "work together" towards a solution, I'll write what I figured out and then you can tell me if you're satisfied with it or need more info. It is quite a lot of work though, so a slightly higher bounty would be appreciated. Would that work for you?
@Alessandro Iraci yes, if you can provide me with a solid backbone of details, I guess we can work the rest of them out. Keep in mind, you don't need to add details like, for example, "from the 1st isomorphism theorem we have that..." or "the kernel of the map being zero implies that the map is injective", taught in a standard undergraduate algebra module. I will increase the bounty as well.
Alright, I'll take it, I hope I can get enough insight to complete the proof.