Measurable rectangles inside a non-null set

The existence of a counterexample is implied by Theorem 2.1 of Kendall and Montana's paper "Small sets and Markov transition densities". Below is an excerpt from pages 180-182, including the beginning of the section for context.

This question is answered with a different approach in Halmos's Problems for mathematicians, young and old. Problem, Hint, and Solution 14.E are given below the Kendall and Montana excerpt.

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And here's Halmos:

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