By using the assumptions, we have:
$d \mid a$ means that there exist $c_1$ such that $a = d c_1$.
$d \mid b$ means that there exist $c_2$ such that $b = d c_2$.
$b -a = d c_2 - d c_1 = d(c_2 - c_1) $, which means that $d \mid b-a.$
We claim that $\gcd(c_1 , c_2) = \gcd(c_2 - c_1, c_1)$.
Let $c_2 = p_{1}^{\beta_1} \ldots p_{n}^{\beta_n}$ and $c_1 = p_{i}^{\alpha_i} \ldots p_{m}^{\alpha_i}$ and without loss of generality we can assume that $n>m$ and $i\leq m$ and $1 < \alpha_i < l \leq k < \alpha_m < \beta_n $. And also we can assume that some of $p_i$'s in the prime decomposition of $c_1$ be also in the prime decomposition of $c_2$. (Else, if there is non of $p_i$'s of $c_1$ part of $p_j$'s in $c_2$, then we will have $\gcd(c_1 , c_2) = \gcd(c_2 - c_1, c_1) = 1$ )
So \begin{align}c_2 - c_1 &= p_{1}^{\beta_1} \ldots p_{n}^{\beta_n} - p_{i}^{\alpha_i} \ldots p_{m}^{\alpha_i} \\&= p_{l}^{\alpha_l} \ldots p_{k}^{\alpha_k} \left( p_{1}^{\beta_1} \ldots p_{l-1}^{\beta_{l-1}} \ldots p_{x}^{\beta_{x}} \ldots p_{k+1}^{\beta_{k+1}} \ldots p_{n}^{\beta_n} - p_{i}^{\alpha_i} \ldots p_{l-1}^{\alpha_{l-1}} \ldots p_{y}^{\alpha_{y}} \ldots p_{k+1}^{\alpha_{k+1}} \ldots p_{m}^{\alpha_i} \right)\end{align}
Which will give us that
$$\gcd(c_2 - c_1 , c_1) = p_{l}^{\min\{ \alpha_l , \beta_l\}} \ldots p_{k}^{\min\{ \alpha_k , \beta_k\}} = p_{l}^{\alpha_l} \ldots p_{k}^{\alpha_k} = \gcd(c_2 , c_1)$$
for $\alpha_s = \max\{ \alpha_i \mid i \in \{ l, \cdots , k \} \}$.
Then we have $\gcd(b-a , a) = \gcd(d c_1 , d(c_2 - c_1)) = d \gcd(c_1 , c_2 - c_1)$.
Which means that $d \mid \gcd(b-a , a)$.
And we are done!