If an odd number $n$ is divisible only by primes $p \equiv \pm 1 \pmod 8,$ then it can be expressed in integers as $n = x^2 - 2 y^2.$
For any prime $q \equiv \pm 3 \pmod 8,$ there is no expression for $q$ as $u^2 - 2 v^2.$ With an odd exponent $w = 2k+1,$ there is also no expression for $q^w$ as $u^2 - 2 v^2.$ An even exponent here produces a square so that can be expressed with $v=0$
Put together, an odd number $n$ can be expressed if and only if the exponent of prime $q |n$ is even, whenever $q \equiv \pm 3 \pmod 8.$
In Dietrich's example, note how $33 = 3 \cdot 11,$ while $3 \equiv 3 \pmod 8$ and $11 \equiv 3 \pmod 8$