Well, I don't know how to draw a diagram here, so I'll have to describe it for you.
Draw your circle through
O, predominantly in the first quadrant. Let A, B, C represent z1, z2, z3 respectively. For ease of describing, draw O, A, B, C in clockwise order (and in left to right order), all in the first quadrant. (The same logic works if they are drawn otherwise.) Produce AB to D.
Angle AOC = arg z1 - arg z3.
Angle CBD = arg (z1 - z2) - arg (z2 - z3)
(Tell me if you don't get that)
So arg (z1 - z2) - arg (z2 - z3) = arg z1 - arg z2 [ext angle of cyclic quad = opp int angle]
Rearrange:
arg(z1 - z2) - arg z1 = arg (z2 - z3) - arg z3
Add in the same 'fudge factor' on both sides of the =:
arg (z1 - z2) - arg z1 - arg z2 = arg (z2 - z3) - arg z3 - arg z2
Can you see that it is now proved?