First let Z* = conjugate of Z, then if (2Z+1)=A+Bi, we have (2Z*+1)(2Z+1) =A^2 +B^2
This then results in (2a+1)^2 + b^2 = A^2+B^2, which is what is expected. But it does not make (2Z+1)(2Z*+1) a square.
You say, quote: The proof is quite easy since A = u^2 - v^2 and B = 2uv.
You introduce the above, in the second sentence, which is what is required to show that A^2+B^2 =(u^2+v^2)^2. But it does not relate to (2Z+1)^2, as introduced in the first sentence.
Anyway, since with sentence 2 you have created the Pythagorian triples, we need only say for example that since 3^2+4^2 = 5^2, the Gaussian integer 3+4i has a square as its norm.