Concept:
Distance of a point \((x_0,y_0)\) from a line \(Ax+By+C=0\) is:
\[
\text{Distance} = \frac{|Ax_0 + By_0 + C|}{\sqrt{A^2 + B^2}}
\]
For origin \((0,0)\), this simplifies to:
\[
\frac{|C|}{\sqrt{A^2 + B^2}}
\]
We will apply this formula to both given lines.
Step 1: First line
Given:
\[
x\sec\theta + y\cosec\theta = a
\]
Rewrite in standard form:
\[
x\sec\theta + y\cosec\theta - a = 0
\]
Thus:
\[
A = \sec\theta,\quad B = \cosec\theta,\quad C = -a
\]
Step 2: Distance \(p_1\)
\[
p_1 = \frac{|a|}{\sqrt{\sec^2\theta + \cosec^2\theta}}
\]
\[
p_1^2 = \frac{a^2}{\sec^2\theta + \cosec^2\theta}
\]
Step 3: Simplify denominator
\[
\sec^2\theta = \frac{1}{\cos^2\theta}, \quad \cosec^2\theta = \frac{1}{\sin^2\theta}
\]
\[
\sec^2\theta + \cosec^2\theta
= \frac{1}{\cos^2\theta} + \frac{1}{\sin^2\theta}
= \frac{\sin^2\theta + \cos^2\theta}{\sin^2\theta \cos^2\theta}
\]
\[
= \frac{1}{\sin^2\theta \cos^2\theta}
\]
Step 4: Therefore
\[
p_1^2 = a^2 \sin^2\theta \cos^2\theta
\]
Step 5: Second line
\[
x\cos\theta - y\sin\theta = a\cos 2\theta
\]
Standard form:
\[
x\cos\theta - y\sin\theta - a\cos 2\theta = 0
\]
Thus:
\[
A = \cos\theta,\quad B = -\sin\theta,\quad C = -a\cos 2\theta
\]
Step 6: Distance \(p_2\)
\[
p_2 = \frac{|a\cos 2\theta|}{\sqrt{\cos^2\theta + \sin^2\theta}}
\]
\[
p_2 = |a\cos 2\theta|
\]
\[
p_2^2 = a^2 \cos^2 2\theta
\]
Step 7: Compute expression
\[
4p_1^2 + p_2^2
= 4(a^2 \sin^2\theta \cos^2\theta) + a^2 \cos^2 2\theta
\]
\[
= a^2 (4\sin^2\theta \cos^2\theta + \cos^2 2\theta)
\]
Step 8: Use identity
\[
\sin 2\theta = 2\sin\theta \cos\theta
\Rightarrow 4\sin^2\theta \cos^2\theta = \sin^2 2\theta
\]
Thus:
\[
4p_1^2 + p_2^2 = a^2(\sin^2 2\theta + \cos^2 2\theta)
\]
Step 9: Apply identity
\[
\sin^2 2\theta + \cos^2 2\theta = 1
\]
Step 10: Final Answer
\[
4p_1^2 + p_2^2 = a^2
\]
\[
\boxed{a^2}
\]