Quadratic reciprocity and the cyclic nature of $\mathbb{F}_q^{\times}$ are ways to answer this, and there is at least one more way that is even more first-principles, which does not require knowing the cyclic structure of $\mathbb{F}_q^{\times}$.
Define $S$ as the set of nonzero squares in $\mathbb{F}_q$. There is a two-to-one map from $\mathbb{F}_q^{\times}\to S$, with $\{h,-h\}\mapsto h^2$. And this map is onto, since any square $s\in S$ has a preimage $\{\pm\sqrt{s}\}$. So:
- $\left\lvert S\right\rvert=\frac12\left\lvert\mathbb{F}_q^{\times}\right\rvert$. And it follows that the nonsquares, $S^c$, also have $\left\lvert S^c\right\rvert=\frac12\left\lvert\mathbb{F}_q^{\times}\right\rvert$.
At this point, we have $S$, a subgroup of a finite group, with index $2$. So $\mathbb{F}_q^{\times}/S\cong C_2$, and multiplying two nonsquares together must produce a square. But for a more direct proof that doesn't use quotient group theory, read on.
Fix a nonsquare $b$. Multiplication by $b$ on the set $S$ is injective since this is all happening within a field. The image is a subset of $S^c$ (the nonsquares) because if $by^2=z^2$, then $b=(z/y)^2$, a contradiction. By (1) we know that $|S^c|=|S|$, so the injection is really a bijection:
- Multiplication by $b$ is a bijection from $S$ to $S^c$.
Consider multiplication by $b$ on the set $S^c$. The image cannot contain a nonsquare, because if $bc=d$ for nonsquares $c,d$, then also $by^2=d$ because of (2). So $bc=by^2\implies c=y^2$, a contradiction. So multiplication by $b$ is an injection from $S^c$ into $S$. That is, multiplying $b$ by a nonsquare yields a square. Since $b$ was an aribitrary nonsquare:
- The product of two nonsquares is a square.
So even if $-1$ and $2$ are both nonsquares, then by (3), $-1\cdot 2=-2$ will be a square.