Let us consider two odd positive numbers be x and y where
x = 2p + 1 and y = 2q + 1
From question,
x2 + y2 = (2p + 1)2 +(2q + 1)2
= 4p2 + 4p + 1 + 4q2 + 4q + 1
= 4p2 + 4q2 + 4p + 4q + 2
= 4 (p2 + q2 + p + q) + 2
Form above result, we can conclude that x and y are odd positive integer, then x2 + y2 is even but not divisible by four.