The best result I could get :
$\left(1-\sum_{i=1}^{n}a^3_{i}\right)^{\frac{1}{3}}\cdot
\left(1-\sum_{i=1}^{n}b^3_{i}\right)^{\frac{1}{3}}\ge
1-\sum_{i=1}^{n}a_{i}b_{i}-\sum_{i=1}^{n}|a_{i}-b_{i}| - \sum_{i=1}^{n} \sqrt{2 a_{i}b_{i}}$
The method I used in trying to prove the claim:
Let's take $0\leq x\leq1 $ we have $0\leq 1-x\leq1 $ and : $$(1-x)+x \leq 1 $$
If we take the both parts to powers $ m \geq 1 $ they can only get smaller so :
$$ \forall\ m \geq 1 , (1-x)^{m}+x^{m} \leq 1 $$
$$ \forall\ m \geq 1 , (1-x)^{m} \leq 1 - x^{m}$$
lets put $x = \sum x_{i}$ where $x_{i}$ are positive numbers :
$$ \forall\ m \geq 1 ,(1-\sum x_{i})^{m} \leq 1 - (\sum x_{i})^{m} \leq 1 - \sum x_{i}^{m}$$
We have then our lemma :
$$ \sum x_{i} \leq 1 \Rightarrow \forall\ m \geq 1 , \big(1 - \sum x_{i}^{m}\big) \geq \big(1-\sum x_{i}\big)^m $$
and if $ \big(1 - \sum x_{i}^{m}\big) \ge 0 $ and $\big(1 - \sum x_{i}\big) \leq 0 $ we still have :
$$ \forall\ m \geq 1 , \big(1 - \sum x_{i}^{m}\big)^{1/m} \geq \big(1-\sum x_{i}\big)$$
Back to our problem :
$$ L = \left(1-\sum_{i=1}^{n}a^3_{i}\right)^{\frac{1}{3}}\cdot
\left(1-\sum_{i=1}^{n}b^3_{i}\right)^{\frac{1}{3}} = \left(1-\sum_{i=1}^{n} (a^{2}_{i})^{\frac{3}{2}}\right)^{\frac{1}{3}} \cdot
\left(1-\sum_{i=1}^{n} (b^{2}_{i})^{\frac{3}{2}}\right)^{\frac{1}{3}}$$
$$ \ge \left(1-\sum_{i=1}^{n} a^{2}_{i} \right)^{\frac{1}{2}} \cdot
\left(1-\sum_{i=1}^{n} b^{2}_{i} \right)^{\frac{1}{2}} $$
(We got here by lemma for $m = 3/2$ and $x_i = a_i^2$)
$$ \ge \left(1 + \sum_{i=1}^{n} a^{2}_{i} b^{2}_{i} + \sum_{i \not=j}^{n} a^{2}_{i} b^{2}_{j}-\sum_{i=1}^{n} a^{2}_{i} -\sum_{i=1}^{n} b^{2}_{i} \right)^{\frac{1}{2}} $$
$$ = \left(1 - \sum_{i=1}^{n} a^{2}_{i} b^{2}_{i} + 2\sum_{i=1}^{n} a^{2}_{i} b^{2}_{i} + \sum_{i \not=j}^{n} a^{2}_{i}b^{2}_{j} -\sum_{i=1}^{n} ( a^{2}_{i} + b^{2}_{i} ) \right)^{\frac{1}{2}} $$
$$ = \left(1 - \sum_{i=1}^{n} a^{2}_{i} b^{2}_{i} -\sum_{i=1}^{n} ( a^{2}_{i} + b^{2}_{i} -2a_{i}b_{i}) + 2\sum_{i=1}^{n} a^{2}_{i} b^{2}_{i} + \sum_{i \not=j}^{n} a^{2}_{i}b^{2}_{j} - 2\sum_{i=1}^{n} a_{i} b_{i} \right)^{\frac{1}{2}} $$
I blocked here, I WAS NOT ABLE to prove that (Wich is false by the way see here) :
$$ 2\sum_{i=1}^{n} a^{2}_{i} b^{2}_{i} + \sum_{i \not=j}^{n} a^{2}_{i}b^{2}_{j} - 2\sum_{i=1}^{n} a_{i} b_{i} \geq 0 $$
But we can easily prove that (using the lemma):
$$ L \ge 1 - \sum_{i=1}^{n} a_{i} b_{i} -\sum_{i=1}^{n} ( a^{2}_{i} + b^{2}_{i} - 2 a^{2}_{i} b^{2}_{i})^{\frac{1}{2}} $$
OR :
$$ L \ge 1 - \sum_{i=1}^{n} a_{i} b_{i} -\sum_{i=1}^{n} | a_{i} + b_{i}| $$
Or
$\left(1-\sum_{i=1}^{n}a^3_{i}\right)^{\frac{1}{3}}\cdot
\left(1-\sum_{i=1}^{n}b^3_{i}\right)^{\frac{1}{3}}\ge
1-\sum_{i=1}^{n}a_{i}b_{i}-\sum_{i=1}^{n}|a_{i}-b_{i}| - \sum_{i=1}^{n} \sqrt{2 a_{i}b_{i}}$
Edit : Here is my attempt to fix it :
$$ L \geq \left(1 - \sum_{i=1}^{n} a^{2}_{i} b^{2}_{i} -\sum_{i=1}^{n} ( a^{2}_{i} + b^{2}_{i} -2a_{i}b_{i}) + 2\sum_{i=1}^{n} a^{2}_{i} b^{2}_{i} + \sum_{i \not=j}^{n} a^{2}_{i}b^{2}_{j} - 2\sum_{i=1}^{n} a_{i} b_{i} \right)^{\frac{1}{2}} $$
Let's put :
$$ X = 1 - \sum_{i=1}^{n} a^{2}_{i} b^{2}_{i} -\sum_{i=1}^{n} ( a^{2}_{i} + b^{2}_{i} -2a_{i}b_{i}) $$
$$ R = 1 - \sum_{i=1}^{n} a_{i} b_{i} -\sum_{i=1}^{n} | a_{i} - b_{i} | $$
and
$$ Y = 2\sum_{i=1}^{n} a^{2}_{i} b^{2}_{i} + \sum_{i \not=j}^{n} a^{2}_{i}b^{2}_{j} - 2\sum_{i=1}^{n} a_{i} b_{i} $$
- if $R < 0 $ the originale inequality holds : OK
if $0 \leq R \leq 1 $ then $0 \leq X \leq 1 $ and we have $ 0 \leq X + Y \leq 1 $ so $ -1 \leq Y \leq 1 $
$(X+Y)^{1/2} \ge \sqrt {X} $ then by the lemma we have the wanted inequality.
$(X+Y)^{1/2} = (\sqrt X ^2-\sqrt{-Y}^2)^{1/2} = ((\sqrt X -\sqrt{-Y})(\sqrt X +\sqrt{-Y}))^{1/2} \ge ? $
.. then .. ?? :(