Suppose [itex]\psi[/itex] is a function, which is mostly smooth, but has a little spike somewhere so that [itex]\psi'[/itex] jumps badly. Also suppose that the spike is so small that the values of [itex]\psi[/itex] don't jump very much. Only the derivative jumps. And suppose that [itex]\varphi[/itex] is some typical convolution kernel, which is approximately a delta function, but still so wide that it makes the spike in [itex]\psi[/itex] almost vanish.
It should be possible to prove that [itex]D_x(\varphi *\psi)(x)[/itex] is almost the same as [itex]\psi'(x)[/itex] with exception of the [itex]x[/itex] that is close to the little spike. Close to the spike [itex]\psi'(x)[/itex] jumps, but [itex]D_x(\varphi *\psi)(x)[/itex] behaves as if the spike did not exist.
Approximation
[tex]
|D_x(\varphi *\psi)(x)| \leq \|\varphi'\|_{\infty} \|\psi\|_1[/tex]
is useless because [itex]\|\varphi'\|_{\infty}[/itex] is very large, and
[tex]
|D_x(\varphi *\psi)(x)| \leq \|\psi'\|_{\infty} \|\varphi\|_1[/tex]
is useless too because [itex]\|\psi'\|_{\infty}[/itex] is very large because of the spike.
So there must be some other upper bound for [itex]|D_x(f *g)(x)|[/itex], better than the one I mentioned in the #2 post.