Step 1: Rotation Transformation Equations
\[
x = X \cos 45^\circ - Y \sin 45^\circ
\]
\[
y = X \sin 45^\circ + Y \cos 45^\circ
\]
Substituting \( \cos 45^\circ = \sin 45^\circ = \frac{1}{\sqrt{2}} \):
\[
x = \frac{X - Y}{\sqrt{2}}, \quad y = \frac{X + Y}{\sqrt{2}}
\]
Step 2: Transforming \( y^2 = 4ax \)
\[
\left( \frac{X+Y}{\sqrt{2}} \right)^2 = 4a \left( \frac{X - Y}{\sqrt{2}} \right)
\]
Multiplying both sides by 2:
\[
(X+Y)^2 = 4\sqrt{2} a (X - Y)
\]
Thus, the correct answer is \( (x+y)^2 = 4\sqrt{2}a(x - y) \).