Create another new layer. Then use the 1 px pencil to connect top center endpoint to the bottom right endpoint on the circle (DO NOT GO TO THE SQUARE EDGE: This gets you a neat shape, but not really what we're looking for.) Then connect that to the middle left endpoint. (I had removed the blue line outside the circle because the first time I tried it this way, I went to the square's edge and got confused fast.)
Use the Select by Color tool to select the angle you just created. Copy it and paste it, then use the flip tool to flip it horizontally. Now move it so it lines up with the opposing points and anchor it.
Step 7: This is just a repeat of step 6, but you need to set the flip tool to vertical (or while it's on horizontal CTRL+Click will do this). Again move it into place and anchor it.
Next: One more set of lines to add that "depth" illusion... and clean up.