CRJ-900 Captain reported an unstabilized approach and an obstacle alarm on the go-around.

Narrative

We operated Aircraft X from ZZZ1 to ZZZ on date. We flew the ZZZZZ arrival into ZZZ1 and were told to expect the LDA-Z Runway XX approach. At the time; the ceilings were OVC012; but later changed to appropriately BKN006. On the arrival; the First Officer (PF (Pilot Flying)) was behind the airplane at times. Other times he did manage it well. We were given 3;000 and we'd briefed the fact ZZZZZ1 was on the arrival and the approach. But; according to the banana bar; we'd reach 3;000 well past ZZZZZ1 even though the final segment was 2;100 ft. I kept giving the First Officer guidance throughout the arrival and approach. At one time; in an attempt to gain a stabilized approach prior to 1;000 ft.; I increased his rate of descent on the vertical speed and verbalized what I was doing to correct our situation. However; we crossed 1;000 ft. AGL and we were not stable. I called for a go-around. There was no reaction. I transmitted on the radio that we were going around and took control of the aircraft by verbally declaring 'my aircraft'. In the meantime; between 1;000 ft. and final initiation of the go around; we received an 'caution obstacle' aural announcement and an amber GND PROX switchlight advisory. I specifically briefed this scenario with the First Officer after his approach briefing; due to an unstable approach and subsequent go-around on the ZZZZZ1 Visual to Runway XX on a previous leg during this trip. I explained there was zero room for error on the approach due to the buildings and prohibited area X; in addition to the adherence to standards. The following day; the First Officer told me when I called for the go around; he looked at his EFB; then saw buildings below us out his side window; consistent with our normal flight path. I flew the second approach to Runway XY; as the ceilings went below minimums for the LDA-Z (OVC003). The landing was made without further incident.