We shall refer to a diagonal Latin square which is orthogonal to its (3, 2, 1)-conjugate, and the latter is also a diagonal Latin square, as a (3, 2, 1)-conjugate orthogonal diagonal Latin square, briefly CODLS. This article investigates the spectrum of CODLS with a missing sub-square. The main purpose of this paper is two-fold. First of all, we show that for any positive integers n ≥ 1, a CODLS of order v with a missing subsquare of order n exists if v ≥ 13n/4 + 93 and v − n is even. Secondly, we show that for 2 ≤ n ≤ 6, a CODLS of order v with a missing subsquare of order n exists if and only if v ≥ 3n+2 and v − n is even, with one possible exception.