The sequences which are Cauchy for every compatible metric on $X$ are exactly the (topologically) convergent sequences. Every convergent sequence is easily seen to be Cauchy for every compatible metric, so we're asking about the converse.
So let $(x_n)$ be a sequence in a metrizable space $X$ which is not convergent. Pick a metric $\delta$ on $X$. If $(x_n)$ is not $\delta$-Cauchy, we're done.
Otherwise, if $(x_n)$ is $\delta$-Cauchy, let $\overline{X}$ be the completion of $X$ with respect to $\delta$. Now $(x_n)$ converges to a unique limit point $x\in \overline{X}$, and $\overline{X}$ is completely metrizable. Let $Y = \overline{X}\setminus \{x\}$. We have $X\subseteq Y\subseteq \overline{X}$, and $Y$ is an open subset of $\overline{X}$. It is a theorem that a subspace of a completely metrizable space is completely metrizable if and only if it is $G_\delta$. In particular, there is a compatible complete metric $\delta'$ on $Y$. But $(x_n)$ is not convergent in $Y$, so it is not $\delta'$-Cauchy. The restriction of $\delta'$ to $X$ is a compatible metric in which $(x_n)$ is not Cauchy.
Being a logician, the first reference I can point to for the theorem about $G_\delta$ subspaces is Classical Descriptive Set Theory by Kechris, Theorem I(3.11). But in the case of just removing a single point $y$, it's not hard to write down an explicit $\delta'$ that works: $$\delta'(a,b) = \delta(a,b)+\left|\frac{1}{\delta(a,y)} - \frac{1}{\delta(b,y)}\right|.$$