Assume that xyzt=0.
If three of the numbers x, y, z, t have a common divisor d, the remaining number is also a multiple of d. The division of all the four numbers by d preserves the validity of our equations. Since x, y, z, t are not zero, we can divide them by their greatest common divisor and henceforth assume that they are coprime.
The numbers x and y can not be both odd (since xy is even) or both even (since in this case zt is also even and at least three of the numbers x, y, z, t are even). Thus x and y and therefore z and t have different parity.
Denote s=x2+y2, n=zt. Without loss of generality, n>0.
The condition on x, y, z, t means that s−4n, s−2n, s+2n, s+4n are perfect squares. We will prove that this is not possible for any odd s and positive n. First, we find a statement equivalent to these four numbers being squares. Their product (s2−4n2)(s2−16n2)=(s2−10n2)2−36n4 is a square of some odd T. The numbers T, 6n2, s2−10n2 form a primitive Pythagorean triple, hence there exist coprime u, v of different parity such that 2uv=6n2 and u2+v2=s2−10n2. Since u and v are coprime, it follows from uv=3n2 that one of these numbers is a square and another is a triple square. Without loss of generality, assume that u=3k2 and v=l2; k and l are coprime. Multiplying u2+v2=s2−10n2 by 3 we get 3s2−30n2=3s2−10uv=3u2+3v2, that is, 3s2=3u2+10uv+3v2=(3u+v)(3v+u), where 3u+v and 3v+u are coprime (they have different parity, and their common divisor must also divide 8u=3(3u+v)−(3v+u) and, similarly, 8v). It follows that one of the numbers 3u+v and 3v+u is a square and another is a triple square. Since 3 does not divide 3u+v, the square is 3u+v=9k2+l2, and the triple square is u+3v=3(k2+l2). We have proved that the original equations imply the existence of coprime k and l such that 9k2+l2 and k2+l2 are perfect squares.
It remains to prove that there are no such k, l. If k2+l2 and 9k2+l2 are perfect squares, the pairs (k,l) and (3k,l) are pairs of legs in primitive Pythagorean triples. Unfortunately, we do not know which of the numbers k and l is even, so two cases are possible. But let's prove the following lemma first.
Lemma. Let a, b, c, d be pairwise coprime positive integers such that c2(a2+d2)=b2(9a2+d2). Then, a2+d2 and 9a2+d2 are perfect squares.
Proof. Since GCD(b,c)=1, then there exists such positive integer f that
a2+d2=b2f,9a2+d2=c2f.
f=GCD(a2+d2,9a2+d2)⟹f∣8a2,f∣8d2.
GCD(a,d)=1⟹f∣8.
If a, d are of different parity, then a2+d2 is odd, and therefore f=1. Let both a and d be odd (they can't be simultaneously even). Then
a2+d2≡2(mod8)⟹f∣2.
Let f=2.
9a2+d2=c2f=2c2⟹d2≡2c2(mod3)⟹3∣c,3∣d
— a contradiction, since GCD(c,d)=1. Thus, f=1, a2+d2=b2, 9a2+d2=c2. The lemma is proven.
Case 1. k is even. Then k=2u1v1, 3k=2u2v2, l=u12−v12=u22−v22, where (u1,v1) and (u2,v2) are two pairs of coprime numbers with different parity. Since u2v2=3u1v1, then there exist pairwise coprime positive integers a, b, c, d such that u2=3ab, v2=cd, u1=ac, v1=bd (the case when u2 is not divisible by 3 can be considered similarly). Substituting this in the expression for l we obtain a2c2+c2d2=9a2d2+d2c2, or c2(a2+d2)=d2(9a2+c2). According to the lemma, a2+d2 and 9a2+c2 are squares, and, obviously, a<k, d<l.
Case 2. l is even. Then k=u12−v12, 3k=u22−v22, l=2u1v1=2u2v2. Since (u2−v2)(u2+v2)=3(u1−v1)(u1+v1), then we have u1−v1=ab, u1+v1=cd, u2−v2=ac, u2+v2=3bd for some pairwise coprime positive integers a, b, c, d (the case when u2+v2 is not divisible by 3 can be considered similarly). Expressing u1, v1, u2, v2 in terms of a, b, c, d and putting the result in the formula for l, we get (ab+cd)(cd−ab)=(3bd+ac)(3bd−ac), that is, c2(a2+d2)=b2(a2+9d2). Hence, by the lemma, we obtain that a2+d2 and a2+9d2 are perfect squares, and a<l, d<k.
In both cases, for each pair (k,l) such that k2+l2 and 9k2+l2 are perfect squares we constructed a pair of smaller numbers with the same property. It follows that such numbers do not exist. Thus, the original system does not admit a solution in non-zero integers.