A Latin square of order $n$ has $n$ broken diagonals and $n$ broken antidiagonals. When $n \equiv \pm 1 \pmod 6$, we have diagonally cyclic Latin squares in which those $2n$ diagonals are transversals (i.e., every symbol occurs exactly once). For example
$$ \begin{bmatrix} 4 & \color{red} 3 & 2 & 1 & \color{blue} 0 \\ 1 & 0 & \color{red} 4 & \color{blue} 3 & 2 \\ 3 & 2 & \color{blue} 1 & \color{red} 0 & 4 \\ 0 & \color{blue} 4 & 3 & 2 & \color{red} 1 \\ \color{purple} 2 & 1 & 0 & 4 & 3 \\ \end{bmatrix} $$ I highlight a broken diagonal in red and a broken antidiagonal in blue (which overlap in the purple entry).
We see that symbols in rows differ by $1$, symbols in columns differ by $2$, symbols along broken diagonals differ by $1$ and symbols along broken antidiagonals differ by $3$. Since these are all generators of $\mathbb{Z}_5$, we have a Latin square with transversals along its $5$ broken diagonals and $5$ broken antidiagonals. The same thing works whenever $1,2,3$ are all generators $\mathbb{Z}_n$ which is when $n \equiv \pm 1 \pmod 6$.
A Latin square satisfying this condition is orthogonal to circulant and back-circulant Latin squares of its order (and, in fact, this is an equivalent condition), such as $$ \begin{bmatrix} 0 & 1 & 2 & 3 & 4 \\ 4 & 0 & 1 & 2 & 3 \\ 3 & 4 & 0 & 1 & 2 \\ 2 & 3 & 4 & 0 & 1 \\ 1 & 2 & 3 & 4 & 0 \\ \end{bmatrix} \qquad \begin{bmatrix} 0 & 1 & 2 & 3 & 4 \\ 1 & 2 & 3 & 4 & 0 \\ 2 & 3 & 4 & 0 & 1 \\ 3 & 4 & 0 & 1 & 2 \\ 4 & 0 & 1 & 2 & 3 \\ \end{bmatrix} $$ for order $5$. For even orders, Euler showed circulant (and back-circulant) Latin squares don't have transversals (let alone orthogonal mates), thus the desired Latin square is impossible when $n$ is even.
This leaves the $n \equiv 3 \pmod 6$ cases unresolved. It's impossible when $n=3$ (proof by hand), so the next case is $n=9$. Modifying the diagonally cyclic Latin square construction by replacing the first row with any other row doesn't work (assuming my GAP code is correct). However, there may be other ways to construct these.
Question: Does there exist a Latin square of order 9 for which its 9 broken diagonals and 9 broken antidiagonals are transversals?
My brute-force GAP code is too slow for this problem, and it's probably not worth writing more efficient code without checking if the problem has already been resolved.