Let one vertex $z_1$ be $e^{j\theta_1}$ and second vertex $z_2$be $e^{j\theta_2}$, then third vertex $z_3$ is diametrically opposite to $V_1$, as $\angle z_1z_2z_3 = 90^{\circ}$, so $z_3 = e^{j\theta_1+\pi}$ and similarly, $z_4=e^{j\theta_2+\pi}$. Substituting in $z_1z_2z_3+z_1z_2z_4+z_1z_3z_4+z_2z_3z_4 = e^{j(\theta_1+\theta_2+\theta_1+\pi)} + e^{j(\theta_2+\theta_1+\pi+\theta_2+\pi)}+e^{j(\theta_1+\pi+\theta_2+\pi+\theta_1)}+e^{j(\theta_2+\pi+\theta_1+\theta_2)}$ First and third terms and second and fourth terms cancel to give zero.
[edit]: Attempt for converse:
$z_1z_2z_3+z_1z_2z_4+z_1z_3z_4+z_2z_3z_4=0$ clearly, $z_1z_2z_3z_4 \ne 0$, so $\frac{1}{z_1}+\frac{1}{z_2}+\frac{1}{z_3}+\frac{1}{z_4} = 0$, but $\frac{1}{z_i}=e^{-j\theta_i}$, so $z_1+z_2+z_3+z_4 = \sum e^{j\theta_i} = 0$
That is expression with factors $x-z_i$ is such that odd terms are zero, and is of form $P(x)=x^4+ax^2+b$ (since sum of roots and sum of inverses of roots are both zero). And so the roots of $P(x)=0$ are of form $\pm e^{\pm j\theta}$ which can be written as $e^{j\theta}, e^{-j\theta}, e^{j(\theta+\pi)} and e^{-j(\theta+\pi)}$ Two pairs are ends of the diameters, so the resulting quadrilateral is a rectangle.