Prove that 0 is in the convex hull of points chosen from each orthant

Induct on dimension.

In the $n=1$ base case, you have a positive number and a negative number; $0$ can be represented as a convex combination of them.

For $n>1$: Given your $2^n$ points, one from each orthant, divide them into 2 sets of size $2^{n-1}$, where the first set has points whose last coordinates are positive and the second set where the last coordinates are negative. By the inductive hypothesis there is a convex combo of the first set of points such that the first $n-1$ coordinates vanish, and similarly for the second set. The last coordinates of these two convex combos are positive and negative, so there is a convex combo of them that is zero.

Take in pairs the points that differ in sign for the coordinate $n$ (and only that one) and form the convex combinations such that that coordinate is cancelled.

Now you have $2^{n-1}$ points in each orthants of the diminished space.

The results holds because the convex combination of linear combinations is a convex combination.