I have found a proof that any two associate parabolics can be connected by a sequence somewhat opposite parabolics, but a reference would still be appreciated.
First let me remark two parabolic subgroups $P_1$ and $P_2$ are associate if and only if there exists $M \hookrightarrow P_1 \cap P_2$ which is a Levi subgroup of both $P_1$ and $P_2$.
Next let us do some warm-ups about pairs $(P_1, P_2)$ of associate parabolics. We fix a common Levi subgroup $M \hookrightarrow P_1 \cap P_2$ for convenience.
- If $P_1$ and $P_2$ both contain a Borel subgroup $B$, then $P_1 = P_2$.
- If $P_1$ is submaximal (this means that $P_1$ is a maximal element in the poset of proper parabolics) then $P_2$ is either equal or opposite to $P_1$.
- Suppose that $Q$ is any parabolic subgroup containing $M$, and write $L$ for its Levi quotient. Also write $P_1^L$ and $P_2^L$ for the images of $P_1 \cap Q$ and $P_2 \cap Q$ in $L$, respectively. Then $P_1^L$ and $P_2^L$ are associate parabolics in $L$ containing the image of $M$ as a common Levi.
Proof of (1). This is clear because $P_1 \cap P_2$ is a parabolic subgroup.
Proof of (2). Choose a maximal torus $T \subset M$ and a Borel $T \subset B \subset P_1$. The assumption that $P_1$ is submaximal means that $P_1$ contains every positive simple root except for, say, $\alpha$. If $P_2$ contains $\alpha$ then $P_2 = P_1$; otherwise $P_2$ contains $-\alpha$ and is the opposite of $P_1$ with respect to our pinning.
Proof of (3). It suffices to show that the image of $M$ in $L$ is a Levi subgroup of $P_1^L$. Since the composition $P_1 \cap Q \hookrightarrow Q \to L$ has unipotent kernel, this is equivalent to the assertion that $M \hookrightarrow P_1 \cap Q$ is a Levi subgroup. But the composition $P_1 \cap Q \hookrightarrow P_1 \to M_1 = M$ has unipotent kernel by the same token and the inclusion $M \hookrightarrow P_1 \cap Q$ splits this map.
Now let me begin the proof of the original assertion with the same notation as above. That is, $P_1$ and $P_2$ are associate parabolics and we choose a common Levi $M$. For a parabolic $Q$ containing $P_1$ submaximally (by this I mean that the image of $P_1$ in the Levi quotient $Q \to L$ is a submaximal parabolic), I will describe a procedure that either does nothing to $P_1$ or creates a parabolic subgroup $P_1'$ with the following properties:
- It is somewhat opposite to $P_1$.
- It is associate to $P_2$.
- Its intersection with $P_2$ is strictly larger than $P_1 \cap P_2$.
Consider the parabolic subgroups $P_1^L$ and $P_2^L$ of $L$, which are either equal or opposite by (2) and (3) of the warm-up. In the first case we do nothing. Otherwise, define $P_1'$ to be the preimage of $P_2^L$ along $Q \to L$. It has the requisite properties: (1) holds by construction and (2) holds because $P_1'$ contains $M$ as a Levi subgroup. Finally (3) is verified by choosing a maximal torus in $M$ and comparing roots.
By virtue of this procedure, it remains to verify the following claim: if $P_1^L = P_2^L$ for every parabolic $Q$ containing $P_1$ submaximally, then $P_1 = P_2$.
Proof of the claim. Let's choose a pinning as in the proof of (1) and check that $P_2$ contains every positive simple root $\alpha$. This would imply that $P_2$ contains $B$ and hence equals $P_1$. Write $I$ for the subset of the Dynkin diagram corresponding to $P_1$.
- If $\alpha \in I$ then $\alpha$ belongs to $M$ and hence $P_2$ also.
- If $\alpha \notin I$ then we consider the parabolic $Q_\alpha$ corresponding to $I \cup \{\alpha\}$. Note that $Q_\alpha$ contains $P_1$ submaximally and that $\alpha$ belongs to the Levi of $Q_\alpha$.