On the solution of problem 10.6 of the book "Problem Book in Relativity and Gravitation by A. Lightman, R. H. Price" they mention using the Killing equation:
$\xi^{}_{\mu;\nu}=-\xi^{}_{\nu;\mu}$
and contracting both the $\mu$ and $\lambda$ indicies to arrive at the equation:
$\xi^{\nu;\lambda}_{\space\space\space\space\space\space;\lambda}+R^{\nu}_{\space\space\sigma}\xi^{\sigma}=-(\xi^{\mu}_{\space\space;\mu})^{;\nu}$
Here is my attempt:
Killing equation:
$\nabla^{}_{\nu}\xi^{}_{\mu}+\nabla{}_{\mu}\xi^{}_{\nu}=\nabla^{}_{\lambda}\nabla^{}_{\nu}\xi^{}_{\mu}+\nabla^{}_{\lambda}\nabla{}_{\mu}\xi^{}_{\nu}=0$
Definition of the Riemann curvature tensor that they give us:
$\nabla^{}_{\lambda}\nabla{}_{\nu}\xi^{}_{\mu}-\nabla^{}_{\nu}\nabla{}_{\lambda}\xi^{}_{\mu}= R^{}_{\mu\sigma\lambda\nu}\xi^{\sigma}$
I subtracted , in the Killing equation, the second term in the above equation and got:
$\nabla^{}_{\lambda}\nabla^{}_{\nu}\xi^{}_{\mu}-\nabla^{}_{\nu}\nabla{}_{\lambda}\xi^{}_{\mu}+\nabla^{}_{\lambda}\nabla{}_{\mu}\xi^{}_{\nu}=-\nabla^{}_{\nu}\nabla{}_{\lambda}\xi^{}_{\mu}$
Substituded the definition of the Riemann tensor for the first two terms and used $g^{\mu\lambda}$ for the contraction witch resulted in:
$R^{}_{\sigma\nu}\xi^{\sigma}+\nabla^{\mu}\nabla{}_{\mu}\xi^{}_{\nu}=-\nabla^{}_{\nu}\nabla^{\mu}\xi^{}_{\mu}$
I am almost at the final result but can´t quite get it.