The problem is
For all integer $n\ge1$, \begin{align}\frac{(-1)^n}{2^{n-1}}\left(\frac12+\sum _{k=1}^n (-1)^{k} T_k(x)\right)&=\prod _{j=0}^{n-1} \left(x-\cos \left(\frac{\pi (2 j+1)}{2 n+1}\right)\right)\\&=\pm2^{-n}\sqrt{\frac{T_{2n+1}(x)+1}{x+1}}\end{align}
My attempt:
They are monic polynomials of same degree, I only need verify they have same roots.
The roots of right side are $x=\cos\frac{(2j+1)π}{2n+1}\;,j=0,1,⋯,n-1$.
So I need prove $$\sum_{k=1}^n(-1)^{k+1}\cos\left(k\frac{(2j+1)π}{2n+1}\right)=\frac12\quad,j=0,1,⋯,n-1$$
$x=\cos\frac{(2j+1)π}{2n+1}\;,j=0,1,⋯,n-1$ are roots of $T_{2n+1}(x)=-1$.
Since $\cos\frac{(2j+1)π}{2n+1}$ are extrema of $T_{2n+1}(x)$, they are roots of its derivative:
$$T_{2n+1}'(x)=2^{2n}(2n+1)\prod _{j=0}^{n-1} \left(x-\cos \left(\frac{\pi (2 j+1)}{2 n+1}\right)\right)\prod _{j=0}^{n-1} \left(x+\cos \left(\frac{\pi (2 j+1)}{2 n+1}\right)\right)$$