Let X, Y, and Z be three unit vectors. If X is nearly parallel to Y, and Y is nearly parallel to Z, then X is nearly parallel to Z.
Here’s a proof. Think of X, Y, and Z as points on a unit sphere. Then saying that X and Y are nearly parallel means that the two points are close together on the sphere. The statement above follows from the triangle inequality on the sphere:
dist(X, Z) ≤ dist(X, Y) + dist(Y, Z).
So if the two terms on the right are small, the term on the left is small, though maybe not quite as small. No more than twice the larger of the other two angles.
We can be a little more quantitative. Let a be the angle between X and Y, b the angle between Y and Z, and c the angle between X and Z. Then the law of cosines for spherical trigonometry says
cos c = cos a cos b + sin a sin b cos γ
where γ is the angle between the arcs a and b. If a and b are small, then sin a and sin b are also small (see here), and so we have the approximation
cos c ≈ cos a cos b.