Suppose that $x^2+5y^2=z^2$ and $(x,y)=1$. Then there are $a,b$ so that $ax+by=1$, and therefore,
$$
\begin{align}
b^2x^2+5b^2y^2&=b^2z^2\tag1\\
b^2x^2+5(1-ax)^2&=b^2z^2\tag2\\
(10a-5a^2x-b^2x)x+(b^2z)z&=5\tag3
\end{align}
$$
Explanation:
$(1)$: multiply $x^2+5y^2=z^2$ by $b^2$
$(2)$: apply $by=1-ax$
$(3)$: rearrange terms
$(3)$ implies that $(x,z)\mid5$. However, if $(x,z)=5$, then $25\mid z^2-x^2=5y^2$, which implies $5\mid y$, but that would mean $5\mid(x,y)$. Therefore, $(x,z)=1$.
Thus, $(z-x,z+x)\mid2(x,z)=2$.
If $(z-x,z+x)=1$, then
$$
\overbrace{\ (z\pm x)\ }^{5m^2}\overbrace{\ (z\mp x)\ }^{n^2}=5y^2
$$
$$
(x,y,z)=\tfrac12\left(\pm\left(5m^2-n^2\right),2mn,5m^2+n^2\right)
$$
where $(m,n)=1$, $m\equiv n\equiv1\pmod2$, and $n\not\equiv0\pmod5$.
If $(z-x,z+x)=2$, then
$$
\overbrace{\ (z\pm x)\ }^{10m^2}\overbrace{\ (z\mp x)\ }^{2n^2}=5y^2
$$
$$
(x,y,z)=\left(\pm\left(5m^2-n^2\right),2mn,5m^2+n^2\right)
$$
where $(m,n)=1$, $m+n\equiv1\pmod2$, and $n\not\equiv0\pmod5$.
Putting this all together, we have proven the following
Theorem
All integer triplets, $(x,y,z)$, so that $x^2+5y^2=z^2$, where $(x,y)=1$, are given by:
$$
\tfrac{[m+n\text{ is odd}]+1}2\left(\,\left|5m^2-n^2\right|,2mn,5m^2+n^2\,\right)
$$
where $(5m,n)=1$ and $[\dots]$ are Iverson Brackets.
Examples
$$
\begin{array}{c|c}
(m,n)&(x,y,z)\\\hline
(1,1)&(2,1,3)\\
(1,2)&(1,4,9)\\
(2,1)&(19,4,21)\\
(1,3)&(2,3,7)\\
(3,1)&(22,3,23)\\
(1,4)&(11,8,21)\\
(2,3)&(11,12,29)\\
(3,2)&(41,12,49)\\
(4,1)&(79,8,81)\\
(5,1)&(62,5,63)\\
(1,6)&(31,12,41)\\
(3,4)&(29,24,61)\\
(4,3)&(71,24,89)\\
(5,2)&(121,20,129)\\
(6,1)&(179,12,181)
\end{array}
$$