The Combinatorial Proof goes as follows:
Consider three boxes $A$,$B$ and $C$.
Box $A$ contains $n$ balls, Box $B$ contains $n$ balls, and Box $C$ contains $2$ balls.
We want to choose $n+1$ balls out of these three boxes.
The total number of ways is $C(2n+2,n+1)$.
This can be split as follows.
You choose $2$ balls from box $C$ and the remaining $n-1$ balls from boxes $A$ and $B$ or you choose $1$ ball from box $C$ and the remaining $n$ balls from boxes $A$ and $B$ or you choose all the $n+1$ balls from boxes $A$ and $B$.
$\textbf{Case 1:}$
Suppose you choose $2$ balls from box $C$.
There is only one way of choosing these $2$ balls from the box $C$.
We now need the number of ways of choosing $n-1$ balls from boxes $A$ and $B$.
Say if you choose $k$ balls from box $A$, you need to choose $n-k-1$ balls from box $B$.
Number of ways of choosing $k$ balls from box $A$ and $n-k-1$ balls from box $B$ is given by $C(n,k)C(n,n-k-1)$.
Now summing over all possible values of $k$ from $0$ to $n-1$ we get,
Total number of ways is $\displaystyle \sum_{k=0}^{n-1} C(n,k)C(n,n-k-1)$.
Now, $C(n,r) = C(n,n-r)$. (For a combinatorial argument of this see the bottom of the post).
Hence, Total number of ways for the current case is $1 \times \displaystyle \sum_{k=0}^{n-1} C(n,k)C(n,k+1) = \displaystyle \sum_{k=1}^{n} C(n,k-1)C(n,k)$.
$\textbf{Case 2:}$
Suppose you choose $1$ ball from the box $C$. You need to now choose the remaining $n$ balls from boxes $A$ and $B$.
Number of ways of choosing $1$ ball from box $C$ is given by $C(2,1) = 2$.
There are $2n$ balls in total in boxes $A$ and $B$ and hence the total number of ways of choosing $n$ balls from boxes $A$ and $B$ is $C(2n,n)$.
Hence, the total number of ways for the current case is $2 \times C(2n,n)$.
$\textbf{Case 3:}$
Suppose you choose all the $n+1$ balls from boxes $A$ and $B$.
Number of ways of choosing no balls from box $C$ is $1$.
We now need to count the number of ways of choosing $n+1$ balls from boxes $A$ and $B$.
This is similar to Case 1 and we get the total number of ways for this case is $1 \times \displaystyle \sum_{k=1}^{n} C(n,k)C(n,n+1-k) = \displaystyle \sum_{k=1}^{n} C(n,k)C(n,k-1)$.
(Note: Here $k$ goes from $1$ to $n$ since we need to choose atleast $1$ from one of the boxes and we can choose atmost $n$ from each box).
(Also Note: You could directly state that Case 1 and Case 3 should be the same since $C(2n,n-1)=C(2n,n+1)$)
Combine all the three cases to get
$2 \times \displaystyle \sum_{k=1}^{n} C(n,k)C(n,k-1) + 2 \times C(2n,n) = C(2n+2,n+1)$.
Now do the desired algebraic manipulation to get the result.
$\textbf{APPENDIX:}$
The combinatorial argument of $C(n,r) = C(n,n-r)$ is that the number of ways of selecting $r$ out of $n$ things is the same as the number of ways of discarding $n-r$ out of $n$ things.