First, it is extremely important to understand that the system needs to be closed to other substances or the carbon will almost certainly react (make a new compound). If heated in open air, diamond will react with oxygen (or “burn”) and (eventually) make CO2 rather than carbon liquid, as one example of the problem.
Diamond is what we call “metastable”. This means that another form of the substance (chemical compound) is chemically stable at the conditions but the less stable version (diamond, here) simply lacks enough energy to convert to that other more stable form, so it doesn’t change, even though nature would like it to do so. Lots of chemical compounds in our reality fit that. They persist in the form they were created instead of changing into the form that should exist for the “New” conditions. Glass itself is actually such a material.
If you heat diamond enough, it will usually recrystallize into graphitic carbon before it converts into gas or liquid (heating provides the needed energy to convert to the more stable graphite form of carbon). Graphitic carbon when heated will convert directly into gas if pressures are not raised (will not melt, will not make liquid). This conversion of solid to gas directly is called sublimation. Many substances do that, like dry ice (frozen CO2) for example.
It might be possible to convert diamond directly into carbon gas if you heat it fast enough (make it turn into gas faster than it converts into graphite), but some of the diamond will still change into graphite before turning into gas. Just a question of how much, not if.
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