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Let x be the smallest positive odd number.
Then the second number is (x+2),  and the condition says
(2x+2)^2 = x^2 + (x+2)^2 + 126.
4x^2 + 8x + 4 = x^2 + x^2 + 2x + 4 + 126
2x^2 + 4x - 126 = 0
x^2 + 2x - 63 = 0
(x-7)*(x+9) = 0
The roots are  x= 7  and  x= -9.
Of them, only positive x= 7 satisfies the condition.
Answer. The two consecutive positive integers satisfying the condition are  7  and  9.
Solved.