My attempt: it is known that $(a,b)=1$. Let $d = (a+2b,a-2b)$.
Then it follows that $d|{(a+2b)}$ and $d|{(a-2b)}$, and thus $d|{(m(a+2b)+n(a-2b))}$; that is, $d$ divides all linear combinations of $(a+2b)$ and $(a-2b)$.
If we write $X = a + 2b$ and $Y = a - 2b$, then:
- $2X+2Y=4a$ and thus $d|4a$
- $X-Y=4b$ and thus $d|4b$
Therefore $(4a,4b)=d$ and $(4a,4b)=4(a,b)=4$.
It follows that $(a+2b,a-2b) \leq 4$ and so 4,3,2, and 1 are possible values.
$(a+2b,a-2b) \neq 3$ given it is not a divisor of 4.
Therefore $(a+2b,a-2b) = \{4,2,1\}$
As one could imagine I'm posting because I am not sure of my proof. In particular I'm not certain whether the less than or equal to 4 actually follows from the previous line. As well as this, I'm not really certain my explanation for 3 not being in the answer set is adequate.
Everything before "Therefore $(4a, 4b) = d$" looks good.
From $d\mid 4a$ and $d\mid 4b$, you do not know that $(4a, 4b) = d$. You only know that $d\mid (4a, 4b)$, which is to say, $d\mid 4$.
With that result, we can rule out every possibility except $d = 1, 2$ or $4$. However, we do not yet know which of those three values are actually possible.
In this case, I think the best option is to actually check. If $a = 6, b = 1$, then we get $d = 4$. If $a = 5, b = 1$, we get $d = 1$. Finally, if $a = 4, b = 1$, we get $d = 2$. So they are indeed all possible.