A zero square matrix is lower triangular, upper triangular, and also diagonal.

Provided it is a square matrix.

An upper triangular matrix is one in which all entries below the main diagonal are zero. Clearly this is satisfied.

A lower triangular matrix is one in which all entries above the main diagonal are zero. Clearly this is satisfied.

A diagonal matrix is one in which all non-diagonal entries are zero. Clearly this is also satisfied.

Hence, a zero square matrix is upper and lower triangular as well as a diagonal matrix.
 Practice Questions:
Book: Linear Algebra, 4th Edition (2009) Lipschutz-Lipson (uploaded @ LMS)

Subspaces: Page # 141, Questions: 4.9, 4.10, 4.11

Linear Combinations: Page # 139 & 140, Questions: 4.4, 4.6, 4.7
Page # 157, Questions: 4.83

Linear Spans OR Spanning Sets: Page # 157, Questions: 4.84