Theorem: Let $X,Y$ be infinite sets. If the points of $X\times Y$ are colored with a finite number of colors in such a way that there exists a set $C$ of $c$ colors such that for every $x\in X$ only colors in $C$ appear an infinite number of times among pairs of the form $(x,y)$, then there exist $x_1,x_2\in X,y_1,y_2\in Y$ so that $(x_1,y_1),(x_1,y_2),(x_2,y_1),(x_2,y_2)$ all have the same color.
Proof:
We proceed by induction on $c$, when $c=1$ it is clear. Take any $x_1,x_2$ and let $\alpha$ be the only color that appears an infinite number of times. Notice that the set of $A_{x_1}=\{y\in Y | (x_1,y) \text{ has color } \alpha\}$ has finite complement, and so does the set $A_{x_2}=\{y\in Y | (x_2,y) \text{ has color } \alpha\}$. This implies $A_{x_1}\cap A_{x_2}$ is infinite. Taking $x1,x2$ and any $y_1,y_2\in A_{x_1}\cap A_{x_2}$ does the trick.
Inductive step: Consider any $x\in X$, there must be an $\alpha \in Y$ such that the set $A_{x}=\{y\in Y | (x,y) \text{ has color } \alpha\}$ is infinite. Now consider the set $X'=X\setminus x$ and $Y'=A_x$. If there is an $x'\in X'$ such that there is an infinite number of $y'\in Y'$ such that $(x',y')$ has color $\alpha$ then we are done. just take $x,x'$ and $y_1,y_2$ such that $(x',y_1)$ and $(x',y_2)$ have color $\alpha$. Otherwise notice that the set $C'=C\setminus\alpha$ has $c-1$ elements, and for every $x\in X'$ the only colors that appear an infinite number of times among the pairs $(x,y)$ are in $C'$. By the inductive hypothesis there exist $x_1,x_2\in X'$ and $y_1,y_2\in Y'$ such that $(x_1,y_1),(x_1,y_2),(x_2,y_1),(x_2,y_2)$ all have the same color.