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.
And here's Halmos: