$\newcommand\th\theta$This inequality is false for $n\ge2$. For instance, the difference between its left and right sides is $<-0.0000589\dots<0$ for $\theta=\pi/2$ and $n=2$ (and hence for all $n\ge2$).
We see that the inequality may be wrong "only slightly". Here is a correct version of the inequality. Replace $3/5-(3/1400)\pi^2/n^2$ in the OP by $c\in(0,3/5]$ and use the substitution
$$t=\tan\frac\th4,\quad \sin\frac\th2=\frac{2t}{1+t^2},
\quad \cos\frac\th2=\frac{1-t^2}{1+t^2},
\quad \sin\th=\frac{4t(1-t^2)}{(1+t^2)^2},
\quad \th=4\tan^{-1}t$$
to rewrite the inequality in question as
\begin{equation*}
f(t):=f_c(t):=4 \tan ^{-1}(t)
-\frac{4t \left(1-t^2\right)}{\left(1+t^2\right)^2}
-\frac{32 t^3}{3 (1+t^2)^2 (1-(2 c-1) t^2)}>0 \tag{10}\label{10}
\end{equation*}
for all
\begin{equation*}
t\in(0,t_*],\quad t_*:=\tan\frac\pi8=\sqrt{2}-1.
\end{equation*}
We have
\begin{equation*}
g(t):=g_c(t):=f'(t)\frac{3(1+t^2)^3(1-(2 c-1) t^2)^2}{64t^4}
=3 - 5 c + (3 - 9 c + 6 c^2) t^2.
\end{equation*}
So, letting
\begin{equation*}
c_*:=\frac{1}{6} \left(12+5 \sqrt{2}-\sqrt{122+84 \sqrt{2}}\right)=0.59225\ldots,
\end{equation*}
we see that $f_c$ is increasing on $(0,t_*)$ if $c\in(0,c_*]$, and, for some $t_1\in(0,t_*)$, $f_c$ is increasing on $(0,t_1]$ and decreasing on $[t_1,t_*]$ if $c\in(c_*,3/5)$. Also, $f_c(0)=0$.
So, $f_c>0$ on $(0,t_*]$ iff $f_c(t_*)>0$, which latter occurs iff
\begin{equation*}
c<c_{**}:=\frac{12+4 \sqrt{2}-6 \pi }{12-6 \sqrt{2}-6 \pi +3 \sqrt{2} \pi }
=0.59451\ldots.
\end{equation*}
That is, the corrected inequality, with $c$ in place of $3/5-(3/1400)\pi^2/n^2$, holds for all $\th\in(0,\pi/2]$ iff $c<c_{**}=0.59451\ldots$; the latter number is just a bit less than $3/5$.
After this answer was posted, the OP changed the inequality to its opposite, thus invalidating the answer. The role of $n$ remains unexplained by the OP.
So, to answer the changed question, we will again replace $3/5-(3/1400)\pi^2/n^2$ in the OP by $c\in(0,3/5]$ and consider the inequality opposite to \eqref{10}:
\begin{equation*}
f(t)=f_c(t)<0 \tag{20}\label{20}
\end{equation*}
for all $t\in(0,t_*]$.
As noted above, $f_c(0)=0$ and $f_c$ is increasing in a right neighborhood of $0$ if $c\in(0,3/5)$. So, \eqref{20} fails to hold for all $t\in(0,t_*]$ if $c\in(0,3/5)$. On the other hand,
\begin{equation}
f'_{3/5}(t)=-\frac{128 t^6}{\left(5-t^2\right)^2 \left(t^2+1\right)^3}<0
\end{equation}
for $t\in(0,t_*]$. Therefore and because $f_{3/5}(0)=0$, we see that \eqref{20} holds for $c=3/5$ and all $t\in(0,t_*]$ and, moreover, $3/5$ is the best (that is, the smallest) value of $c$ for which \eqref{20} holds for all $t\in(0,t_*]$.
Thus, inequality \eqref{10} holds for some $c\in(0,3/5]$ and all $t\in(0,t_*]$ iff $c<c_{**}=0.59451\ldots$, and the opposite inequality \eqref{20} holds for some $c\in(0,3/5]$ and all $t\in(0,t_*]$ iff $c=3/5=0.60000\ldots$. We see that the discrepancy between the optimal values $0.59451\ldots$ and $0.60000\ldots$ is small.