Say that I have a diagram of right adjoints $$ \require{AMScd} \begin{CD} A @<{R_1}<< B \\ @V{R_3}VV @VV{R_2}V \\ D @<<{R_4}< C \end{CD} $$
does it follow that the diagram of left adjoints $$ \require{AMScd} \begin{CD} A @>{L_1}>> B \\ @A{L_3}AA @A{L_2}AA \\ D @>>{L_4}> C \end{CD} $$
commutes also, where $L_1$ is left adjoint to $R_1$ and so on.
It seems like something that should be possible (it works for every example I've written down but doesn't seem to rely on the right adjoints) but I'm not convinced.
Clive Newstead has already given an excellent answer (which I've upvoted), but I wanted to add another perspective.
The goal is to show that $L_1(L_3(x))\simeq L_2(L_4(x))$ for all $x\in D$, where $\simeq$ denotes natural isomorphism. Then by the Yoneda embedding it is equivalent to show that $$\newcommand\Hom{\operatorname{Hom}}\Hom(L_1 L_3,-)\simeq \Hom(L_2 L_4,-),$$ however this follows immediately from the adjunctions and the fact that the right adjoints commute: $$\Hom(L_1 L_3,-)\simeq \Hom(L_3,R_1)\simeq \Hom(-,R_3 R_1)\simeq \Hom(-,R_4 R_2)\simeq \Hom(L_2 L_4,-).$$
This is essentially equivalent to just applying the results that Clive cited, but when working with adjoints, I often find it illuminating to spell out the actual sequence of natural isomorphisms of Hom sets.