Let OALBPNCN be a cube with each side of length a.

Now the coordinates are as points O(0,0,0), A (a, 0, 0), B(0, a, 0), C(0, 0, a), L(a, a, 0) , N(0, a, a), M(a, 0, a), P (a, a, a). Obviously, the four diagonals of this cube are OP, AN, BN and CL.
Direction cosine of the diagonal OP is
\(\frac{a - 0}{\sqrt{a^2 + a^2 + a^2}}, \frac{a - 0}{\sqrt{a^2 + a^2 + a^2}}, \frac{a - 0}{\sqrt{a^2 + a^2 + a^2}}\)
That means \(\frac 1{\sqrt 3},\frac 1{\sqrt 3},\frac 1{\sqrt 3}\).
Direction cosine of the diagonal AN is
\(\frac{a - 0}{\sqrt{a^2 + a^2 + a^2}}, \frac{a - 0}{\sqrt{a^2 + a^2 + a^2}}, \frac{ 0-a}{\sqrt{a^2 + a^2 + a^2}}\)
That means \(\frac 1{\sqrt 3},\frac 1{\sqrt 3},\frac {-1}{\sqrt 3}\).
Suppose the direction cosine of the given line is l, m, n which make angles α, β, γ, δ with the diagonals OP, AM, BN, CL respectively, then
\(\cos \alpha = \left(l.\frac 1{\sqrt 3} + m.\frac 1{\sqrt 3} + n.\frac 1{\sqrt 3}\right) = \frac{(l + m+n)}{\sqrt 3}\)
\(\cos \beta = \left(l.(\frac {-1}{\sqrt 3}) + m.\frac 1{\sqrt 3} + n.\frac 1{\sqrt 3}\right) = \frac{(-l + m+n)}{\sqrt 3}\)
\(\cos \gamma = \left(l.\frac {1}{\sqrt 3} + m.(\frac {-1}{\sqrt 3}) + n.\frac 1{\sqrt 3}\right) = \frac{(l - m+n)}{\sqrt 3}\)
\(\cos \delta = \left(l.\frac {1}{\sqrt 3} + m.\frac {1}{\sqrt 3} + n.(\frac {-1}{\sqrt 3})\right) = \frac{(l + m-n)}{\sqrt 3}\)
On squaring and adding, we get
cos2α + cos2β + cos2γ + cos2δ
\(=\frac 13[(l + m+ n)^2 + (- l + m+n)^2 + (l - m + n)^2 + (l + m - n)^2]\)
\(= \frac 43\)