Here is something I noticed - no idea if it helps:

Suppose $A\subset\mathbb{Z}$ has the property that for each odd prime $p$ and $\phi_p:\mathbb{Z}\rightarrow\mathbb{Z}/p\mathbb{Z}$, we have $|\phi_p(A)|=\frac{p-1}{2}$. Consider the map $f_p:\mathbb{Z}/p\mathbb{Z}\rightarrow\mathbb{Z}/p\mathbb{Z}$ with $f_p(x)=x^2$. Then $|f_p(\phi_p(A))|\leq\frac{p-1}{2}$. Since there are $\frac{p+1}{2}$ quadratic residues mod $p$, we must have that **for each** odd prime $p$, there is an $x_p\in\mathbb{Z}/p\mathbb{Z}$ such that $a^2\not\equiv x_p^2\bmod p$ for all $a\in A$ (which is $\Leftrightarrow$ $a\not\equiv \pm x_p\bmod p$).