I've struggled with this conjecture, which probably can be proved:
Any natural number $n$ can be written as $n=a_1^2+a_2^2+a_3^2-a_4^2-a_5^2$ for some $a_1,a_2,a_3,a_4,a_5\in\mathbb Z^+$.
I guess there are some polynomials $a_k=p_k(n)$ that solves the problem by substitution. But which?
I'm almost sure that ME can prove the conjecture.
$\color{Green}{\text{Lemma}}$: Let $1 < m$ be an odd number;
then the equation $m=A^2-B^2$ has a solution in natural numbers.
Proof: Let $A:=\dfrac{m+1}{2}$ and let $B:=\dfrac{m-1}{2}$.
If $n$ is odd, then let $a_5=2, \ a_1=1, \ a_2=1$.
So the equation changes to $n+2=a_3^2-a_4^2$;
and then let $a_3=\dfrac{n+3}{2}$ and let $a_4=\dfrac{n+1}{2}$.
If $4 \leq n$ is even, then let $a_5=1, \ a_1=1, \ a_2=1$.
So the equation changes to $n-1=a_3^2-a_4^2$;
and then let $a_3=\dfrac{n}{2}$ and let $a_4=\dfrac{n-2}{2}$.
If $n=2$ , then let $a_1=1, \ a_2=1, \ a_3=5; \ a_4=4, \ a_5=3$.