I found the problem some months ago. But I never have been a proof. So I am looking for a proof. The problem as following:
Let $ABCDEF$ be a cyclic hexagon. Let $(C_{AD})$, $(C_{BE})$, $(C_{CF})$ be three circles, such that $(C_{AD})$ through $A, D$; the circle $(C_{BE})$ through $B,E$, the circle $(C_{CF})$ through $C, F$.
Let $A_1$ be any point on $(C_{AD})$, the circle $(A_1AB)$ meets $(C_{BE})$ again at $B_1$. The circle $(B_1BC)$ meets $(C_{CF})$ again at $C_1$. The circle $(C_1CD)$ meets $(C_{AD})$ again at $D_1$. The circle $(D_1DE)$ meets $(C_{BE})$ again at $E_1$. The circle $(E_1EF)$ meets $(C_{CF})$ again at $F_1$.
Then show that $F_1, F, A, A_1$ lie on a circle and six points $A_1, B_1, C_1, D_1, E_1, F_1$ lie on a circle.
Further more: When three circles $(C_{AD})$, $(C_{BE})$, $(C_{CF})$ are lines $AD$, $BC$, $CE$, we have special case:
Hexagon for by six lines $A_1B_1, CD, E_1F_1, AB, C_1D_1, EF$ is cyclic.
Define points in this figures as follows. Six points $A, A_1, A', F, F_1, F'$ lies on a circle


We can simplify the problem to a reduced number of points as follows:
To see how the Lemma proves OP's results, first observe that we're given cyclic quadrilaterals $\square ABCD$, $\square AA_1DD_1$, $\square AA_1 BB_1$, $\square BB_1CC_1$, as well as $\square CC_1DD_1$. Under the association $$A \to W \qquad B \to X \qquad C \to Y \qquad D \to Z \qquad\text{(and } A_1 \to W_1 \text{ , etc)}$$ the Lemma (in its "forward" direction) implies $\square A_1B_1C_1D_1$ is cyclic. Iterating, we associate $$B \to W \qquad C \to X \qquad D \to Y \qquad E \to Z \qquad\text{(and } B_1 \to W_1 \text{ , etc)}$$ to conclude that $\square B_1C_1D_1E_1$ is cyclic; likewise, $\square C_1 D_1 E_1 F_1$ is cyclic. Thus, the entire hexagon $A_1B_1C_1D_1E_1F_1$ is cyclic (proving the first part of the OP's result); in particular, $\square D_1 E_1 F_1 A_1$ is cyclic, so that the mapping $$D \to W \qquad E \to X \qquad F \to Y \qquad A \to Z \qquad\text{(and } D_1 \to W_1 \text{ , etc)}$$ and the Lemma's "backward" implication gives $\square AA_1FF_1$ is cyclic (proving the second part of OP's result). $\square$
Proof of Lemma. With an appropriate inversion, we may assume that $W$, $W_1$, $Z$, $Z_1$ lie on the $x$-axis, and that $X$, $X_1$, $Y$, $Y_1$ lie on a circle centered at, say, $P(0,p)$ on the $y$-axis.
We coordinatize thusly, immediately satisfying given conditions (3) and (4): $$W = (w,0) \qquad W_1 = (w_1,0) \qquad Z = (z, 0) \qquad Z_1 = (z_1, 0)$$ $$X = (r \cos 2\theta, p + r \sin 2\theta) \qquad X_1 = ( r\cos 2\theta_1, p + r \sin 2\theta_1 )$$ $$Y = (r \cos 2\phi, p + r \sin 2\phi) \qquad Y_1 = ( r\cos 2\phi_1, p + r \sin 2\phi_1 )$$
Recall that four distinct points $P_i(p_i,q_i)$ ( $i = 1, 2, 3, 4$ ) are concyclic iff $$\left| \begin{array}{cccc} p_1^2 + q_1^2 & p_1 & q_1 & 1 \\ p_2^2 + q_2^2 & p_2 & q_2 & 1 \\ p_3^2 + q_3^2 & p_3 & q_3 & 1 \\ p_4^2 + q_4^2 & p_4 & q_4 & 1 \end{array}\right| = 0 \tag{$\star$}$$
Thus, condition (1) implies $$z = \frac{ w p \sin(\theta + \phi) + w r \cos(\theta - \phi) + \left(p^2-r^2\right) \cos(\theta + \phi) }{w \cos(\theta + \phi) - p \sin(\theta + \phi) - r \cos(\theta - \phi) }$$ whereas condition (2) requires $$w_1 = \frac{w p \sin(\theta + \theta_1) + wr \cos(\theta - \theta_1) + (p^2-r^2) \cos(\theta + \theta_1) }{w \cos(\theta + \theta_1) - p \sin(\theta + \theta_1) - r \cos(\theta - \theta_1) }$$ With these substitutions, the conditions for $\square YY_1ZZ_1$ and $\square W_1 X_1 Y_1 Z_1$ to be cyclic reduce to the same relation:
$$(w - z_1) \left( p \cos(\theta - \phi_1) + r \sin(\theta + \phi_1) \right) = \left(p^2 - r^2 + w z_1 \right) \sin(\theta - \phi_1)$$
so that the quadrilaterals must be simultaneously (non-)cyclic. $\square$
Regarding the "Further more" ... Since the configuration shown appears to require that $A$, $D$, $A_1$, $D_1$ are collinear instead of merely concyclic (and likewise for tetrads $B$, $E$, $B_1$, $E_1$ and $C$, $F$, $C_1$, $F_1$), this really should be a separate question.
In the context of the initial part of the question, I have the following conjecture:
Here are a couple of GeoGebra sketches: