Let's recall a simple but very powerful trick: $e^{k\hat{a}}|0\rangle=\big(1+k\hat{a}+...\big)|0\rangle=|0\rangle$ where $k$ is a scalar, $\hat{a}$ is the annihilation operator, and $|0\rangle$ is the ground state. You see, when we open the bracket, only the first term survives because the rest of them just act on the ground state and annihilate it. So, we have the identity
$e^{k\hat{a}}|0\rangle=|0\rangle$
We will use this in a moment. So, we can say, using the definition of the ladder operators, that $$e^{i\hat{p}x_0}|0\rangle=e^{iCx_0(\hat{a}^\dagger-\hat{a})}|0\rangle$$where $C$ is the usual scalar constant coming out of the definition of the ladder operators, a known expression of $m,\omega$. Now, using the BCH formula and the fact that $[a, a^\dagger]=1$, we can write
$$e^{iCx_0\hat{a}^\dagger}e^{-iCx_0\hat{a}}=e^{iCx_0(\hat{a}^\dagger-\hat{a})-\frac{C^2x_0^2}{2}}=e^{iCx_0(\hat{a}^\dagger-\hat{a})}e^{-\frac{C^2x_0^2}{2}}$$Thus, we finally write $$e^{i\hat{p}x_0}|0\rangle=e^{iCx_0(\hat{a}^\dagger-\hat{a})}|0\rangle=e^{\frac{C^2x_0^2}{2}}e^{iCx_0\hat{a}^\dagger}e^{-iCx_0\hat{a}}|0\rangle=e^{\frac{C^2x_0^2}{2}}e^{iCx_0\hat{a}^\dagger}|0\rangle$$where we used the identity $e^{k\hat{a}}|0\rangle=|0\rangle$ in the last step.
Now, if you plug in the exact expression for $C$ then you should get the expected equality.
Notice that you have misquoted one result in your question. If you can verify, you will see that $$|z\rangle
=e^{-|z^2|/2}\sum_{n=0}^\infty\frac{z^n}{\sqrt{n!}}|n\rangle
=e^{-|z^2|/2} e^{a^\dagger z}|n\rangle$$
is incorrect, the correct result is $$|z\rangle
=e^{-|z|^2/2}\sum_{n=0}^\infty\frac{z^n}{\sqrt{n!}}|n\rangle
=e^{-|z|^2/2} e^{a^\dagger z}|0\rangle$$
and this is what you'd find equivalent to the other definition according to the method I described. But I raised this point rather than simply editing your question because it is interesting to point out that in order to replace the whole series with a sum over $n$ with just the zeroth term in the last step in the quoted result, they have used the same identity $e^{k\hat{a}}|0\rangle=|0\rangle$. So, it's a pretty useful identity.