Let the circles
$$x^2+y^2-2cy-a^2=0~~~~and~~~~x^2+y^2-2bx+a^2=0$$
with centres at $A$ and $B$ intersect at $P$ and $Q$. Show that the points $A,B,P,Q$ and $O=(0,0)$ lie on a circle.
My work:
I found out the centre of the 2 circles to be $A(0,c),B(b,0)$ and also found out that the points at the which circle cut, $P,Q$ are the common chord of both the circles. So,I found out the equation of the chord of the circle to be $bx-cy=a^2$. Now, I am stuck. I tried to figure out that these points are concylic by considering two quadrilaterals formed by these points but nothing to progress. Please help!

Let $\gamma$ be the circle with diameter $\overline{AB}$. Obviously, $\gamma$ contains both $A$ and $B$. Because $\angle AOB$ is a right angle, point $O$ is also on $\gamma$ by a converse of the Inscribed Angle Theorem (more specifically, of Thales' Theorem).
Writing the circle equations in a more useful form $$\begin{align} x^2 + ( y - c )^2 &= a^2 + c^2 \\ ( x - b )^2 + y^2 &= b^2 - a^2 \end{align}$$ we see that $|\overline{OA}| = |c|$ and $|\overline{OB}| = |b|$, and that $$|\overline{AP}|^2 = |\overline{AQ}|^2 = a^2 + c^2 \qquad\qquad |\overline{BP}|^2 = |\overline{BQ}|^2 = b^2 - a^2$$
From right triangle $\triangle AOB$: $$|\overline{AB}|^2 = |\overline{OA}|^2 + |\overline{OB}|^2 = b^2 + c^2$$
By interesting coincidence, $$|\overline{AP}|^2 + |\overline{BP}|^2 = (a^2+c^2)+(b^2-a^2) = b^2 + c^2 = |\overline{AB}|^2$$ so that $\triangle ABP$ ---likewise, $\triangle ABQ$--- is also a right triangle. Consequently, $P$ and $Q$ are on $\gamma$ by the converse of the Thales' Theorem.