I am allowed to assume that $x^4-y^4=2z^2$ already has one solution in $\mathbb{N}$. From this I have shown that there exists a solution in $\mathbb{N}$ with $x,y$ both odd.
I am now trying to show that there exists a solution with $\gcd(x,y,z)=1$. My guess is that if $x,y,z$ already have a common divisor, then I can find another solution by cancelling/dividing $x$ by something dependent on $d$, and similar for $y,z$.
I started by assuming that $d$ is a common divisor of $x,y,z$. That is $x=da,y=db,z=dc$. Then $d^4(a^4-b^4)=2d^2c^2 \implies d^2$ divides $2c^2$. Here is where I am stuck. It feels like the natural thing to do here is to show that $\gcd(2,c^2)=1$, so that in fact $d^2$ divides $c^2$, but I cannot. And even then I don't know where to go from that point.