The recent question about Sets of integers with same sum and same sum of reciprocals, with its wealth of solutions, raises naturally the question: Can we require all those numbers to be squares? Of course, no pigeonhole principle for that.
The family of solutions given in one of the answers would yield a start for a 3-term solution in squares if we can solve $$m^4+m^2n^2+n^4=k^2,$$ so this would be a first question to start with. (Note that we'd need additionally $m^2+n^2$ to be a square, too, and both conditions are by no means necessary, but they'd be sufficient.) While there are many squares of the form $m^2\pm mn+n^2,$ a brute force search doesn't yield any non-trivial solutions for $m^4+m^2n^2+n^4=k^2$ with $m,n<5\cdot 10^4$. Are there any?