I tried this:
Suppose $(a, b) = d$. Then $ax + by = d$.
Let $((a + b), (a – b)) = e$.
Then $$\begin{align}e& = (a + b)u + (a – b)v\\ &= au + bu + av – bv\\ &= a(u + v) + b(u – v)\end{align}$$
Let $u + v = x$ and $u – v = y$, then $d = e$. So, $d \mid e$.
What are the possible errors?
There is some slight confusion about what you really proved, but it's minor (even though, rigorously speaking, the proof is all wrong).
You can actually remove the first sentence "Then $ax+by=d$".
The argument would flow better like so: