Problem. Find all integers $p,q$ such that $2q^2-p^2$ and $2p^2-q^2$ are perfect squares.
I think this is only true when $p=\pm q$ but I have not been able to prove it.
One approach I tried is letting (wlog) $q=p+t$ with $t>0$ to get $p^2+4pt+2t^2$ and $p^2-2pt-t^2$ are squares. Then completing the square we have $(p+2t)^2-2t^2$ and $(p-t)^2-2t^2$, but I didn't get much from here.
Another thing I tried is setting $2q^2-p^2=x^2$ to get $x^2+p^2=2q^2$, and similarly $y^2+q^2=2p^2$. Then write these as $(x-p)^2+(x+p)^2=(2q)^2$ and $(y-q)^2+(y+q)^2=(2p)^2$, then use the Pythagorean triples formula. But it got a bit messy after that.
We may assume WLOG $p,q\in \mathbb{N}^+$ and $\gcd(p,q)=1$.
Proof. We have that $P=\left(\frac{a}{c},\frac{b}{c}\right)$ is a rational point on the circle $\Gamma:x^2+y^2=2$, hence the line joining $P$ with $(1,1)\in\Gamma$ has a rational slope. The vice-versa also holds: by Vieta's formulas, a line with rational slope through $(1,1)$ intersects $\Gamma$ in a rational point.
Lemma 1. gives that both $p$ and $q$ are the sum of two squares and are represented by the quadratic form $A^2-2B^2$. Moreover, both $3p^2$ and $3q^2$ are represented by the quadratic form $A^2+2B^2$.
Proof. We have that $P=\left(\frac{a}{c},\frac{b}{c}\right)$ is a rational point on the ellipse $\Gamma:x^2+2y^2=3$, hence the line joining $P$ with $(1,1)\in\Gamma$ has a rational slope. The vice-versa also holds: by Vieta's formulas, a line with rational slope through $(1,1)$ intersects $\Gamma$ in a rational point.
Lemma 2. gives that $p$ and $q$ are both represented by the quadratic form $A^2+2B^2$. By putting all together, we have that both $p$ and $q$ are represented by the quadratic forms $$ A^2+B^2,\quad A^2-2B^2,\quad A^2+2B^2.$$ Now it is possible to set a descent argument leading to $p=q=1$. Continues.