I am trying go find a characterisation of the primes $p$ for which no two non-zero quadratic residues add to $-1$.
Equivalently, we are looking for the values of $p$ for which the equation $x^2 + y^2 = -1$ has a solution in $\mathbb{Z}/p\mathbb{Z}^*$.
Let $R$ be the set of non-zero quadratic residues modulo $p$. Then $|R| = (p-1)/2$. By the Cauchy-Davenport theorem,
$$|R + R| \geq p-2.$$
Moreover, Vosper's theorem tells us that the equality is attained only when $R$ is an arithmetic progression, which I think is false for $p > 5$, but I have not been able to prove this.
That would mean that at most one value of $\mathbb{Z}/p\mathbb{Z}$ is not attained by the sum of two non-zero quadratic residues. It would be interesting to determine in general the values for $p$ for which this is the case and also what value is unattainable. Here we are just asking for the values of $p$ for which $-1$ is that value.
Turns out it is easier to answer the general question: "Given a prime $p$, for what values of $k\in\mathbb{Z}/p\mathbb{Z}$ does the equation $$\qquad \qquad \qquad x^2 + y^2 = k \qquad \qquad \qquad(1)$$ have a solution such that $x,y\neq 0$?"
Let $\mathfrak{R}$ be the subgroup of $\mathbb{Z}/p\mathbb{Z}$ of its non-zero quadratic residues and $\mathfrak{N}$ its only coset, i.e. the set of quadratic non-residues.
Recall that $|\mathfrak{R}| = |\mathfrak{N}| = \dfrac{p-1}{2}$. Applying the Cauchy-Davenport theorem to $\mathfrak{R} + \mathfrak{R}$, the amount of possible values of $k$ for which $(1)$ has a solution is at least $p-2$. Therefore, the amount of possible non-zero values of $k$ for which $(1)$ has a solution is at least $p-3$.
By the pigeonhole principle, if $p > 5$ then $p-3 > \dfrac{p-1}{2}$ and thus we are guaranteed a solution for some $k_r\in\mathfrak{R}$ and for some $k_n\in \mathfrak{N}$. Let $(x_r,y_r)$ and $(x_n,y_n)$ be solutions to their respective values of $k$.
We will distinguish three cases:
In this case, there are $u,v\in \mathbb{Z}/p\mathbb{Z}^*$ such that $u^2 = k$ and $v^2 = k_r$. Then $$(uv^{-1}x_r)^2 + (uv^{-1}y_r)^2 = k.$$
In this case, $kk_n^{-1}\in \mathfrak{R}$ and thus there is $w\in \mathbb{Z}/p\mathbb{Z}^*$ such that $w^2k_n = k$. Then $$(wx_n)^2 + (wy_n)^2 = k.$$
In this case we have $$x^2 + y^2 = 0 \iff (xy^{-1})^2 = -1 \iff -1 \in \mathfrak{R} \iff p \equiv 1 \pmod 4.$$
This means that if $\mathfrak{R} + \mathfrak{R} = \mathbb{Z}/p\mathbb{Z}$ if $p\equiv 1 \pmod 4$ and $p > 5$; and $\mathfrak{R} + \mathfrak{R} = \mathbb{Z}/p\mathbb{Z}^*$ if $p\equiv 3 \pmod 4$ and $p > 5$. This implies that our question has positive answer for $p > 5$. The cases where $p \leq 5$ can be studied separately without any complications.