Let $d=(a,b)$. Since $d\mid(a+b)$ and $d\mid(a-b)\Rightarrow d\mid(a+b)+(a-b)=2a$ Similarly, $d\mid2b$. With $a$ and $b$ odd, $d\mid2(2k+1)$ and $d\mid2(2j+1)$.
$$\begin{align}(a+b)+(a-b)&=(2k+1+2j+1+2k+1-2j-1)\\ &=4k+2\\ &=2(2k+1)2a(a+b)-(a-b)\\ &= (2k+1+2j+1-(2k+1-(2j+1)))\\ &= 2(2j+1)=2b\end{align}$$
I feel like I'm going in circles. From here, how can I go to $2(a,b)=(a+b,a-b)$?
Let $d = (a,b)$ and $D = (a+b, a-b)$. We want to show that $2d = D$ (assuming that we take $d, D > 0$).
Since $d \mid a$ and $d \mid b$, it follows that $d \mid a+b$ and $d \mid a-b$, so $d \mid D$. Since $a$ and $b$ are odd, clearly $d$ must be odd too, but since $a+b$ and $a-b$ are even numbers, it follows that $2 \mid D$. Since $2 \nmid d$ it follows that $2d \mid D$.
Conversely, since $D \mid a+b$ and $D \mid a-b$, it follows that $D \mid (a+b) + (a-b) = 2a$ and, similarly, $D \mid 2b$, therefore $D \mid (2a, 2b) = 2 (a,b) = 2d$, so $D \mid 2d$.
Since $2d \mid D$ and $D \mid 2d$ and both numbers are taken to be positive, it follows that $D = 2d$.