Suppose $\frac{p}{q}$ and and $\frac{r}{s}$ are rationals in lowest terms (so $\gcd (p,q) = \gcd(r,s) = 1$) and $\frac{p^2}{q^2} + \frac{r^2}{s^2} = 1$; i.e. $p^2s^2+r^2q^2=q^2s^2$. Then exactly one of $p$ and $r$ is even, and $q$ and $s$ (and one of $p,r$) are odd.
Mainly, how do we find a contradiction when both numerators ($p$ and $r$) are odd and both denominators ($q$ and $s$) are even?
This section deals with all the other cases besides the one described in the previous sentence.
Suppose $p,r$ are both even. Then $qs$ must be even based on $(ps)^2+(rq)^2=(qs)^2$. But then $\gcd(p,q) \geq 2$ or $\gcd(r,s) \geq 2$. Therefore, $p$ and $r$ cannot both be even.
Suppose both $p$ and $r$ are odd. If both $q$ and $s$ are odd, then the left side of $(ps)^2+(rq)^2=(qs)^2$ will be even, and the right side will be odd. If exactly one of $q,s$ is even, then the left side of $(ps)^2+(rq)^2=(qs)^2$ will be odd, and the right side will be even.
The last case is when exactly one of $p,r$ is even. Since these fractions are in lowest terms, the denominator dividing the even numerator (dividing $p$ or $r$) must be odd. Suppose the other denominator (dividing the odd numerator) is even, so one of our two rationals $\frac{p}{q}$ and $\frac{r}{s}$ is $\frac{even}{odd}$, and the other is $\frac{odd}{even}$. But then the left side of $(ps)^2+(rq)^2=(qs)^2$ will be odd (it has an $even \cdot even$ term summed with an $odd \cdot odd$ term), and the right side will be even. So in this case, both $q$ and $s$ must be odd, as desired.
This question relates to a proof in D. R. Woodall, "Distances realized by sets covering the plane" (https://www.sciencedirect.com/science/article/pii/0097316573900204). This proposition helps prove that you can color $\mathbb{Q}^2$ with two colors such that no two points distance $1$ apart have the same color (the "chromatic number of the rational plane" is $2$). The chromatic number of $\mathbb{R}^2$, on the other hand, is $5,6$, or $7$.
For a complete proof, I'll do all cases . . .
Clearing denominators, we get $$ p^2s^2+r^2q^2=q^2s^2\qquad(*) $$ First suppose exactly one of $q,s$ is even.
If $q$ is even and $s$ is odd, then by rewriting $(*)$ as $$ p^2s^2=q^2(s^2-r^2) $$ it follows that $p^2s^2$ is even, so $p^2$ must be even, hence $p$ is even, contrary to $\gcd(p,q)=1$.
If $s$ is even and $q$ is odd, then by rewriting $(*)$ as $$ r^2q^2=s^2(q^2-p^2) $$ it follows that $r^2q^2$ is even, so $r^2$ must be even, hence $r$ is even, contrary to $\gcd(r,s)=1$.
Hence it can't be the case that exactly one of $q,s$ is even.
Next suppose $q,s$ are both even.
Then since $\gcd(p,q)=1$, it follows that $p$ is odd, and since $\gcd(r,s)=1$, it follows that $r$ is odd.
Thus $p,r$ are both odd.
Let $d=\gcd(q,s)$.
Since $q,s$ are both even, $d$ is even.
Since $d=\gcd(q,s)$ we can write $$ \left\lbrace \begin{align*} q&=dq_1\\[4pt] s&=ds_1\\[4pt] \end{align*} \right. $$ where $q_1,s_1$ are integers such that $\gcd(q_1,s_1)=1$.
Rewriting $(*)$ as $$ p^2s_1^2=q_1^2(s^2-r^2) $$ we get $q_1^2{\,\mid\,}(p^2s_1^2)$, but $p,q_1$ are relatively prime since $\gcd(p,q)=1$, hence we must have $q_1^2{\,\mid\,}s_1^2$.
Similarly, by rewriting $(*)$ as $$ r^2q_1^2=s_1^2(q^2-p^2) $$ we get $s_1^2{\,\mid\,}(r^2q_1^2)$, but $r,s_1$ are relatively prime since $\gcd(r,s)=1$, hence we must have $s_1^2{\,\mid\,}q_1^2$.
Since we have both $q_1^2{\,\mid\,}s_1^2$ and $s_1^2{\,\mid\,}q_1^2$, it follows that $q_1^2=s_1^2$, but then since $\gcd(q_1,s_1)=1$, it follows that $q_1^2$ and $p_1^2$ are both equal to $1$.
Then from $$ \left\lbrace \begin{align*} q&=dq_1\\[4pt] s&=ds_1\\[4pt] \end{align*} \right. $$ we get $q^2=d^2$ and $s^2=d^2$, so $(*)$ becomes $$ p^2d^2+r^2d^2=d^4 $$ or equivalently $$ p^2+r^2=d^2 $$ Since $d$ is even, the $\text{RHS}$ of the above equation is a multiple of $4$.
But since $p,r$ are odd, and odd squares are congruent to $1$ mod $4$, the $\text{LHS}$ of the above equation is congruent to $2$ mod $4$, contradiction.
Hence it can't be the case that $q,s$ are both even, and since we know that it can't be the case that exactly one of $q,s$ is even, it follows that $q,s$ are both odd.
Thus we have $q^2\equiv 1\;(\text{mod}\;2)$ and $s^2\equiv 1\;(\text{mod}\;2)$,$\;$so \begin{align*} & p^2s^2+r^2q^2=q^2s^2\\[4pt] \implies\;& p^2s^2+r^2q^2\equiv q^2s^2\;(\text{mod}\;2)\\[4pt] \implies\;& p^2{\,\cdot\,}1+r^2{\,\cdot\,}1\equiv 1{\,\cdot\,}1\;(\text{mod}\;2)\\[4pt] \implies\;& p^2+r^2\equiv 1\;(\text{mod}\;2)\\[4pt] \end{align*} hence one of $p,r$ is even and the other is odd.
This completes the proof.