Define a set of $n - 1$ mutually orthogonal squares $A_1, \ldots, A_{n-1}$, where n is a prime number. If we set the element $(i, j)$ in square $A_h$ as $i + hj$ then the squares in the set are mutually orthogonal squares.
(1) each square is a Latin square
for fixed $j$, $i + hj$ takes the value of each of the $n$ integers $\pmod n$ as $i$ runs through $\{1,\ldots,n\}$.
similarly for fixed $i$, $hj$ takes all $n$ values for fixed $h$ and $j$ running through $\{1,\ldots,n\}$, because $h$ and $j$ are nonzero elements of the integers modulo $n$, and $n$ is prime.
(2) the squares are mutually orthogonal
let $a_{pq} = a_{rs}$ in $A_k$. then $p + kq = r + ks$.
in $A_m$,
$a_{pq} = p + mq$, $a_{rs} = r + ms$, so
$(p + kq) - (r + ks) = (p - r) + k(q - s) = ny$, where $y$ is an integer
suppose $a_{pq} = a_{rs}$ in $A_m$ also.
$(p - r) + m(q - s) = nz$, where z is an integer
then $ny - nz = (k - m)(q - s) = nw$, where $w$ is an integer
But $k, m < n$ and $q, s \le n$.
So $k - m < n$ and $q - s < n$ (because $q$ and $s$ are distinct), and the prime $n$ can divide neither.
Hence, $a_{pq}$ and $a_{rs}$ must be distinct in $A_m$.