Alternative approach.
If $x$ is odd, then $x^2 \equiv 1\pmod{4}$. By the constraints of the problem, you can therefore conclude that
$$\text{both} ~m,n~ \text{are even}.\tag1 $$
Further, as a general rule, if you take any linear combination $Am + Bn = C$, then the gcd$(m,n) = d$ must be a divisor of $C$. This follows, since $d|m$ and $d|n$ implies that $d$ divides any linear combination involving $m,n$.
Therefore
$$\text{gcd}(m,n) ~\text{is a divisor of} ~2. \tag2 $$
The conclusion follows by putting (1) and (2) above together.