Suppose there's a right-angled triangle inside a rectangle in the following way:

(just take any right-angled rectangle, "rotate" it and draw a rectangle around it)
There are four right-angled triangles in that image.
Does there exist a triangle and rectangle combo so that all the resulting triangles have Pythagorean triples as their sides?

I realize this is rather hastily done but I'm at work so I'll have to fix this later.Fixed, my earlier "solution" was super wrong check it out to find a great logical fallacy.I checked the answer from the link you posted and this problem is a direct concequence. So let's look at the solution from the other question:
Now lets keep going from where he left off and expand $BA$ to $G$ to make the right angled triangle $AGE$ and we'll see if it also has integer side lengths.
$$ AG = qb - pa \\ GE = pb + qa \\ AE = cr $$
Yup it does.
That's it. But let's verify that it really is a right angled triangle: $$ AG^{2} + GE^{2} = AE^{2} \\ \Leftrightarrow (qb - pa)^{2}+(pb + qa)^{2} = (rc)^{2} \\ \Leftrightarrow (qb)^{2}+(pa)^{2}+(pb)^{2}+(qa)^{2} = (rc)^{2} \\ \Leftrightarrow^{*} (qc)^{2} + (pc)^{2} =^{**} (rc)^{2} $$
$*\: a, b, c$ is a pythagorean triplet
$**\: q, p, r$ is a pythagorean triplet
QED