quadratic grid in which orthogonal triangle formed by grid points

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Determine all natural numbers $n$ with $n>1$ that applies: If each grid point of a quadratic grid in the plane is colored with one of n given Colors, then there are always three grid points of the same color, that form a orthogonal triangle form whose catheters are parallel to the grid lines. It is a Cartesian coordinate system.

So I tried to find a solution to this question with Ramsey theory, but so far with no success.