Here is my solutionl. By :
\[(a^2+b^2)(c^2-d^2)=2020.\]
We know that $ c^2 - d^2$ is odd or $4 \mid (c^2-d^2)$ and with $2020 = 2^2*5*101$ we get:
$(a^2+b^2; c^2-d^2) = (404; 5), (20; 101), (4; 505), (505; 4), (101; 20) (5; 404)$
We left intentionally (2020; 1) because we consider a, b, c, d strictely positive.
Note that the number of solution depend on the equation a^2+b^2.
<--> $a^2+b^2 = 4 $ $and$ $c^2 - d^2 = 505$
$a^2+b^2 = 4$ no solution because $a; b > 0$
<--> $a^2+b^2 = 20 $ $and$ $c^2 - d^2 = 101$
$a^2 + b^2 = 20 \implies (a,b) = (4; 2) (2; 4)$
$c^2 - d^2 = 101 \implies (c,d) = (51; 50)$
<--> $a^2+b^2 = 404 $ $and$ $c^2 - d^2 = 5$
$a^2 + b^2 = 404 \implies (a,b) = (4; 2) (2; 4)$
$c^2 - d^2 = 5 \implies (c,d) = (3; 2)$
<--> $a^2+b^2 = 5 $ $and$ $c^2 - d^2 = 404$
$a^2 + b^2 = 5 \implies (a,b) = (2; 1) (1; 2)$
$c^2 - d^2 = 404 \implies (c,d) = (102; 100)$
<--> $a^2+b^2 = 101 $ $and$ $c^2 - d^2 = 20$
$a^2 + b^2 = 101 \implies (a,b) = (10; 1) (1; 10)$
$c^2 - d^2 = 20 \implies (c,d) = (6; 4)$
<--> $a^2+b^2 = 505 $ $and$ $c^2 - d^2 = 4$
$c^2 - d^2 = 4 $ no solution because $c;d$ is strictly positive.