Let me explain on your sample. First, select your range and under Conditional formatting select New rule like this

The rule is triggering applied format if the formula for it returns TRUE and ignores the formatting otherwise

First part of the formula returns TRUE if any the value of the any cell in the range is less than 500 from the value of the correspondent cell in column J
=(ABS(N2-$J2)<=500)
(please be care about absolute and relative references). But you don't need to apply format for the columns O, Q, etc. Second part of the formula returns TRUE if your cell is within every even column (N, P, etc)
=ISEVEN(COLUMN(N2))
Multiplication of both part is equivalent of AND condition, thus entire formula triggers formatting (other words returns TRUE) if both your cell is in even column and the value of the cell is differ from the value of the correspondent cell in column J on not more than 500.
How it works is in attached file.