Of the eight main compass directions, the four main north, east, south, and west directions are called the cardinal directions, and the four 'diagonal' directions you show (north-east, south-east, south-west, and north-west) are called the intercardinal directions. These terms will probably be familiar to e.g. meteorologists and navigators, and maybe people interested in geometry, but are probably not familiar to others. Google 'Wikipedia points of the compass'.
Of course, an infinite number of other diagonal directions exist between the intercardinal ones.