One can prove that $\sin n$ diverges, using the fact that the natural numbers modulo $2\pi$ is dense.
However, the case for $\sin (n^2)$ looks much more delicate since this is a subsequence of the former one. I strongly believe that this sequence is divergent, but cannot prove it.
In general, can one prove that $\sin (n^a)$ diverges for $a>0$?
If $\sin n^2$ has a limit $L$, then $\cos n^2$ approaches $\pm \sqrt{1-L^2}$. $$\sin(2n+1)=\sin (n+1)^2\cos n^2-\cos(n+1)^2\sin n^2$$ The right-hand side will have at most four limit points, depending on the signs of the cosines, but the left-hand side is dense in $[-1,1]$
Edit: I think this extends to all $\alpha$.
If $0<\alpha<1$, then $\sin n^\alpha$ is dense because many $n^\alpha$ fit between multiples of $2\pi$.
If $1<\alpha<2$, then $$(n+1)^\alpha-n^\alpha=\alpha n^{\alpha-1}+O(n^{\alpha-2})$$ gets denser as $n$ gets large, so its sine is dense in $[-1,1]$.
If $2<\alpha<3$, then $$(n+2)^\alpha-2(n+1)^\alpha+n^\alpha=\alpha(\alpha-1)n^{\alpha-2}+O(n^{\alpha-3})$$ is dense, and so on.
All the sines of the left-hand sides have limits that can be written as polynomials of $L$ and $\pm\sqrt{1-L^2}$, and so have finitely many values.