From part b, the sum of the squares of two odd numbers is 8(M+N) + 2 for some positive integers M and N.
This is an even number. In order for it to be a square number, a necessary condition (though not sufficient) is that its square root must be even which implies it must be divisible by 4. Clearly it is not possible to factorise 4 in that expression and be left with an integer.