Hi, Lemur:
Please see below if it helps.
we only need to prove the following
c*a_n + d*b_n = a*( c*a_{n-1}+ d*b_{n-1} ) + b*( c*a_{n-2}+ d*b_{n-2}).
This is actually true since
1) for any c
c*a_n = c*a*a_{n-1}+ c*b*a_{n-2}.
2) for any d
d*b_n = d*a*b_{n-1}+ d*b*b_{n-2}.
Adding both sides together yields the desired results.