Centrally symmetric diagonal Latin square is a square with one-to-one correspondence between elements within all pairs a[i][j] and a[n-1-i][n-1-j] (numbering of rows and columns from 0 to n-1).
It seems that a(n)=0 for n=2 and n=3 (diagonal Latin squares of these sizes don't exist) and for n=2 (mod 4).