Any suggestions on range sensor?
Longish magnet on one leg and reed switch or hall effect switch on the other? The hall effect switch would be better as it will provide an analogue output proportional to the magnetic field strength. Feed this into a threshold detector (a comparator with one input voltage determined by potentiometer and the other by the hall effect output) and let the output generate the beep.

I'm assuming that you would only care how close the feet were at their closest point of passing.