As Pietro Majer suggested in a comment, we do not have to assume that $L_1$ and $L_2$ are Jordan curves. Instead, it is enough to assume that $L_1$ is any closed connected subset of the rectangle $R:=ABCD$ containing points $A$ and $C$, while $L_2$ is any closed connected subset of $R$ containing points $B$ and $D$.
Indeed, suppose the contrary: that $L_1\cap L_2=\emptyset$. Then $L_2\subseteq R\setminus L_1$ and hence $L_2\subseteq U_2$, where $U_2$ is an open (in $R$) connected component of $R\setminus L_1$. Since $\{B,D\}\subseteq L_2\subseteq U_2$, we can find a continuous piecewise linear path $p_2\subseteq U_2$ from $B$ to $D$, and then $L_1\cap p_2=\emptyset$.
Similarly, we find a continuous piecewise linear path $p_1\subseteq R$ from $A$ to $C$ such that $p_1\cap p_2=\emptyset$. To obtain the final contradiction, we can use the reasoning in the last paragraph of Sam Nead's answer on this page. This part of the proof can also be handled by a simple, self-contained argument -- see Lemma 1 below.
It is clear now that either one of the the two connected subsets, $L_1$ and $L_2$, of $R$ can be assumed to be either closed or open in $R$.
Lemma 1: Let $l_0$ and $l_1$ be two distinct (straight) vertical lines (in $\mathbb R^2$). Let $p_1=A_0\cdots A_n$ and $p_2=B_0\cdots B_m$ be continuous piecewise linear paths (CPLPs) between $l_0$ and $l_1$ such that $\{A_0,B_0\}\subset l_0$, $\{A_n,B_m\}\subset l_1$, $A_0<B_0$ (that is, $A_0$ is strictly below $B_0$), and $B_m<A_n$. Then $p_0\cap p_1\ne\emptyset$.
Proof: Slightly moving some or all of the vertices of the CPLPs and using a compactness argument, without loss of generality (wlog) we may assume that none of the segments of the CPLPs is vertical. Morever, inserting more vertices, wlog we may assume that $m=n$ and, for each $i\in\{0,\dots,n\}$, the points $A_i$ and $B_i$ have the same abscissas, so that wlog we have either $A_i<B_i$ or $B_i<A_i$; at this key point, we used the connectedness of the CPLPs, whereby each of the CPLPs intersects every vertical line between $l_0$ and $l_1$.
Since $A_0<B_0$ and $B_n<A_n$, there is some $j\in\{0,\dots,n-1\}$ such that $A_j<B_j$ and $B_{j+1}<A_{j+1}$; for instance, we may take $j:=\max\{i\colon A_i<B_i\}$. So, the two paths intersect at a point (with abscissa between the abscissas of $A_j$ and $A_{j+1}$).