$1 = (mb\!+\!p,b) = (p,b)\,$ by Euclidean reductions, and similarly $\ \,\phantom{\^{|^|}}(mb\!+\!p,b\!-\!p) = (mp\!+\!p,b\!-\!p) = (m\!+\!1,b\!-\!p),\,$ by $\,(p,b\!-\!p)= (p,b) = 1$
But it is easy to make $(m\!+\!1,b\!-\!p)>1,\,$ e.g. choose coprime $b,p$ with $b\!-\!p>1$ and $m\!+\!1 = b\!-\!p,\,$ e.g. $\,b,p = 7,5,\ m = b\!-\!p\!-\!1 = 1\,$ (Hagen's counterexample). There are infinitely many more.
Therefore $ $ if $\,(mb\!+\!p,b) = 1\,$ then $\,(mb\!+\!p,b\!-\!p)=1\iff (m\!+\!1,b\!-\!p)=1$
Update $ $ Per request in comments below is further detail.
By Euclid $\ y'\equiv y\pmod{\! x}\,\Rightarrow\, (x,y') = (x,y)$
$\!\bmod b\!-\!p\!:\,\ b\equiv p\,\Rightarrow\, mb\!+\!p\equiv mp\!+\!p,\,$ so by above
we deduce $\ (b\!-\!p,\, mb\!+\!p) = (b\!-\!p,\,mp\!+\!p)= (b\!-\!p,\,p(m\!+\!1))$
but $\,(b\!-\!p,p)= (b,p) = 1\,$ so $\,(b\!-\!p,\,p(m\!+\!1)) = (b\!-\!p,\,m\!+\!1)$