Please vet my approach:
First need prove that for the least positive value combination (let, $l$), it will divide $a, b \in \mathbb{Z}$.
Will use the indirect, or contradiction approach to prove that $l \mid a$. Similar will extend to $l \mid b$.
So, for $l \nmid a, \exists q, r \in \mathbb {Z}$, s.t. $a = al +r, 0 \lt r \lt l$. Hence, $r = a - q.l = a - q(ax_0 + by_0) = a(1 - qx_0) - qby_0$. So, $r$ is a linear combination of $a, b$ with integer multipliers, let $x,y,$ where $x = 1 - qx_0, y = -qy_0$
The assumed form for $l = ax_0 + by_0$. Given, by contradiction that $0 \lt r \lt l$, have the following inequalities, as the integer multipliers for $r$ must be smaller than of $l$, and positive too:
=> $1- qx_0 \lt x_0$ - (i) & $-q \lt 1$ - (ii)
=> $1 \lt x_0(1+q)$ - (i) & $q \gt -1$ - (ii)
Substituting for $q$ from (ii) into (i), get:
$ 1 \lt x_0($negative value$)$ -- obviously false, hence proved that $l \mid a$ by contradiction.
Addendum In view of responses recd., have modified as follows. First, assume that $a,b \gt 0$. Second, form four cases of possible values of the integer multiplier, and will try to prove by contradiction in each.
Case (i) : $x_0 \gt 0, y_0 \gt 0$ : Have already proved this case above.
Case (ii) : $x_0 \gt 0, y_0 \lt 0$ : Implies $-qy_0 \lt y_0$, but as $y_0 \lt 0$, so cancelling $y_0$ from both sides leads to: $-q \gt 1 => q \lt -1$.
The two inequalities are : $1 \lt x_0(1+q)$ - (i), $q \lt -1$ - (ii)
Substituting for $q$ from (ii) into (i), get: $1 \lt x_0$(negative value), again obviously false.
Case (iii) : $x_0 \lt 0, y_0 \gt 0$ : Implies the two inequalities are: $1- qx_0 \lt x_0$ - (i), $q \gt -1$ - (ii)
$1 \lt x_0(1+q)$, but as $x_0 \lt 0$, so it changes to $-1 \gt x_0(1+q)$, for positive $x_0$. Now, this is also not possible as $(1+q)\gt 0$.
Case (iv) : $x_0 \lt 0, y_0 \lt 0$ : As assume $a, b \gt 0$, so this case is not possible.
Hence, proved for all possible values of $x_0, y_0$.