Makie can do it.
# to display the plot
using GLMakie
scene=wireframe(FRect3D(Point3f0(-1,-1,-1), Point3f0(2,2,2)))
scatterlines!([0,sqrt(2)], [0,sqrt(2)],[0,sqrt(2)])
# to save the plot to a file
using CairoMakie
CairoMakie.activate!()
save("plot.png", scene)
