Let us assume that $a_1 , a_2 , a_3 ,a_4,b_1,b_2,b_3,b_4\in\mathbb{Z}$.
If $m_1 , m_2,m_3,m_4\in\mathbb{Q}$, then how can I choose $m_1,m_2,m_3,m_4$, such that the following equation is $never$ satisfied? (all $a_i$'s and $b_i$'s can not be all zero at the same time) $$m_1(a_1^2+a_2^2)+m_2(a_3^2+a_4^2)=m_3(b_1^2+b_2^2)+m_4(b_3^2+b_4^2)$$ Note that the $m_i$'s are all $positive$ numbers and can not be varying with $a_i$'s and $b_i$. Thank you.
This is impossible.
Consider the quadratic form $$ Q(a_1,\ldots,a_4,b_1,\ldots,b_4):=m_1(a_1^2+a_2^2)+m_2(a_3^2+a_4^2)-m_3(b_1^2+b_2^2)-m_4(b_3^2+b_4^2). $$ The Hasse-Minkowski theorem states that $Q$ takes the value zero non-trivially with $(a_1,\ldots,b_4)\in\Bbb{Q})$ if and only if it takes the value zero non-trivially with the parameters ranging over A) the reals, and B) over the $p$-adics $\Bbb{Q}_p$ for all primes $p$.
With all the coefficients $m_i$ non-zero the answer is affirmative for all the $p$-adics. The number of variables is the key, Borevich-Shafarevich state that five is enough irrespective of how cleverly you choose the coefficients $m_1,m_2,m_3,m_4$. I haven't checked the details, but it is easy to believe that expanding the techniques outlined here (congruences, quadratic residues, Hensel lifts and such) lead to such a result.
With all the coefficients $m_i$ positive, the form $Q$ trivially represents zero non-trivially over the reals. Therefore Hasse-Minkowski implies that $Q(a_1,\ldots,a_4,b_1,\ldots,b_4)=0$ for some rational numbers $a_1,\ldots,b_4$. Of course, we can then clear the denominators by multiplying the variables with the least common multiple of the denominators and make them integers.