To calculate these two sums, we are going to establish two relations and solve them by elimination.
To establish the first relation, we use $\displaystyle I=\int_0^1\frac{\ln^4(1+x)+6\ln^2(1-x)\ln^2(1+x)}{x}\ dx=\frac{21}4\zeta(5)\tag{1}$
which was proved by Khalef Ruhemi ( unfortunately he is not an MSE user).
The proof as follows: using the algebraic identity $\ b^4+6a^2b^2=\frac12(a-b)^4+\frac12(a+b)^4-a^4$
with $\ a=\ln(1-x)$ and $\ b=\ln(1+x)$ , divide both sides by $x$ then integrate, we get
$$I=\frac12\underbrace{\int_0^1\frac1x{\ln^4\left(\frac{1-x}{1+x}\right)}\ dx}_{\frac{1-x}{1+x}=y}+\underbrace{\frac12\int_0^1\frac{\ln^4(1-x^2)}{x}\ dx}_{x^2=y}-\int_0^1\frac{\ln^4(1-x)}{x}\ dx$$
$$=\int_0^1\frac{\ln^4x}{1-x^2}+\frac14\int_0^1\frac{\ln^4(1-x)}{x}\ dx-\int_0^1\frac{\ln^4(1-x)}{x}\ dx$$
$$=\frac12\int_0^1\frac{\ln^4x}{1-x}+\frac12\int_0^1\frac{\ln^4x}{1+x}-\frac34\underbrace{\int_0^1\frac{\ln^4(1-x)}{x}\ dx}_{1-x=y}$$
$$=\frac12\int_0^1\frac{\ln^4x}{1+x}\ dx+\frac14\int_0^1\frac{\ln^4x}{1-x}\ dx=\frac12\left(\frac{45}{2}\zeta(5)\right)+\frac14(24\zeta(5))=\frac{21}4\zeta(5)$$
On the other hand, $\quad\displaystyle I=\underbrace{\int_0^1\frac{\ln^4(1+x)}{x}\ dx}_{I_1}+6\int_0^1\frac{\ln^2(1-x)\ln^2(1+x)}{x}\ dx$
Using $\ln^2(1+x)=2\sum_{n=1}^\infty(-1)^n\left(\frac{H_n}{n}-\frac{1}{n^2}\right)x^n\ $ for the second integral, we get
\begin{align}
I&=I_1+12\sum_{n=1}^\infty(-1)^n\left(\frac{H_n}{n}-\frac{1}{n^2}\right)\int_0^1x^{n-1}\ln^2(1-x)\ dx\\
I&=I_1+12\sum_{n=1}^\infty(-1)^n\left(\frac{H_n}{n}-\frac{1}{n^2}\right)\left(\frac{H_n^2+H_n^{(2)}}{n}\right)\\
I&=I_1+12\sum_{n=1}^\infty(-1)^n\left(\frac{H_n^3+H_nH_n^{(2)}}{n^2}\right)-12\sum_{n=1}^\infty(-1)^n\left(\frac{H_n^2+H_n^{(2)}}{n^3}\right)\tag{2}
\end{align}
From $(1)$ and $(2)$, we get
$$\boxed{\small{R_1=\sum_{n=1}^\infty\frac{(-1)^nH_n^3}{n^2}+\sum_{n=1}^\infty\frac{(-1)^nH_nH_n^{(2)}}{n^2}=\frac{7}{16}\zeta(5)+\sum_{n=1}^\infty\frac{(-1)^nH_n^2}{n^3}+\sum_{n=1}^\infty\frac{(-1)^nH_n^{(2)}}{n^3}-\frac{1}{12}I_1}}$$
and the first relation is established.
To get the second relation, we need to use the sterling number formula ( check here)
$$ \frac{\ln^k(1-x)}{k!}=\sum_{n=k}^\infty(-1)^k \begin{bmatrix} n \\ k \end{bmatrix}\frac{x^n}{n!}$$
letting $k=4$ and using $\displaystyle\begin{bmatrix} n \\ 4 \end{bmatrix}=\frac{1}{3!}(n-1)!\left[\left(H_{n-1}\right)^3-3H_{n-1}H_{n-1}^{(2)}+2H_{n-1}^{(3)}\right],$ we get $$\frac14\ln^4(1-x)=\sum_{n=1}^\infty\frac{x^{n+1}}{n+1}\left(H_n^3-3H_nH_n^{(2)}+2H_n^{(3)}\right)$$
differentiate both sides with respect to $x$, we get
$$-\frac{\ln^3(1-x)}{1-x}=\sum_{n=1}^\infty x^n\left(H_n^3-3H_nH_n^{(2)}+2H_n^{(3)}\right)$$
Now replace $x$ with $-x$ then multiply both sides by $\frac{\ln x}{x}$ and integrate, we get
$$-\sum_{n=1}^\infty(-1)^n\left(H_n^3-3H_nH_n^{(2)}+2H_n^{(3)}\right)\int_0^1x^{n-1}\ln x\ dx=\int_0^1\frac{\ln^3(1+x)\ln x}{x(1+x)}\ dx$$
$$\sum_{n=1}^\infty \frac{(-1)^n}{n^2}\left(H_n^3-3H_nH_n^{(2)}+2H_n^{(3)}\right)=\int_0^1\frac{\ln^3(1+x)\ln x}{x}\ dx-\underbrace{\int_0^1\frac{\ln^3(1+x)\ln x}{1+x}\ dx}_{IBP}$$
$$\sum_{n=1}^\infty \frac{(-1)^n}{n^2}\left(H_n^3-3H_nH_n^{(2)}+2H_n^{(3)}\right)=\int_0^1\frac{\ln^3(1+x)\ln x}{x}\ dx+\frac14I_1$$
Rearranging the terms, we get
$$\boxed{R_2=\sum_{n=1}^\infty\frac{(-1)^nH_n^3}{n^2}-3\sum_{n=1}^\infty\frac{(-1)^nH_nH_n^{(2)}}{n^2}=\int_0^1\frac{\ln^3(1+x)\ln x}{x}-2\sum_{n=1}^\infty\frac{(-1)^nH_n^{(3)}}{n^2}+\frac14I_1}$$
and the second relation is established.
Now we are ready to calculate the first sum.
\begin{align}
\sum_{n=1}^\infty\frac{(-1)^nH_n^3}{n^2}&=\frac{3R_1+R_2}{4}\\
&=\frac34\sum_{n=1}^\infty\frac{(-1)^nH_n^2}{n^3}+\frac34\sum_{n=1}^\infty\frac{(-1)^nH_n^{(2)}}{n^3}-\frac12\sum_{n=1}^\infty\frac{(-1)^nH_n^{(3)}}{n^2}\\
&\quad+\frac14\int_0^1\frac{\ln x\ln^3(1+x)}{x}\ dx+\frac{21}{64}\zeta(5)
\end{align}
the closed form of the first and second sum can be found here and the closed form of the third sum is evaluated here. as for the integral, I evaluated it here.
by combining these results, we get our closed form.
and the second sum.
$$\sum_{n=1}^\infty\frac{(-1)^nH_nH_n^{(2)}}{n^2}=\frac{R_1-R_2}{4}$$
$$\small{=\frac14\sum_{n=1}^\infty\frac{(-1)^nH_n^2}{n^3}+\frac14\sum_{n=1}^\infty\frac{(-1)^nH_n^{(2)}}{n^3}+\frac12\sum_{n=1}^\infty\frac{(-1)^nH_n^{(3)}}{n^2}-\frac14\int_0^1\frac{\ln x\ln^3(1+x)}{x}\ dx-\frac1{12}I_1+\frac{7}{64}\zeta(5)}$$
lets calculate $I_1$ and by setting $\frac1{1+x}=y$, we get
\begin{align}
I_1&=\int_0^1\frac{\ln^4(1+x)}{x}=\int_{1/2}^1\frac{\ln^4x}{x}\ dx+\int_{1/2}^1\frac{\ln^4x}{1-x}\ dx\\
&=\frac15\ln^52+\sum_{n=1}^\infty\int_{1/2}^1 x^{n-1}\ln^4x\ dx\\
&=\frac15\ln^52+\sum_{n=1}^\infty\left(\frac{24}{n^5}-\frac{24}{n^52^n}-\frac{24\ln2}{n^42^n}-\frac{12\ln^22}{n^32^n}-\frac{4\ln^32}{n^22^n}-\frac{\ln^42}{n2^n}\right)\\
&=4\ln^32\zeta(2)-\frac{21}2\ln^22\zeta(3)+24\zeta(5)-\frac45\ln^52-24\ln2\operatorname{Li}_4\left(\frac12\right)-24\operatorname{Li}_5\left(\frac12\right)
\end{align}
by combining the result of $I_1$ along with the results we used in our first sum, we get the closed form of the second sum.
UPDATE:
The identity used above:
$$-\frac{\ln^3(1-x)}{1-x}=\sum_{n=1}^\infty x^n\left(H_n^3-3H_nH_n^{(2)}+2H_n^{(3)}\right)$$
can also be proved this way.
A solution using Abel's summation as suggested by Cornel.
Let $\ \displaystyle S\ $ denote $\ \displaystyle \sum_{k=1}^\infty\frac{H_k^{(2)}}{(2k+1)^2}\ $
and by using Abel's summation:
$\displaystyle\sum_{k=1}^n a_k b_k=A_nb_{n+1}+\sum_{k=1}^{n}A_k\left(b_k-b_{k+1}\right)\ $ where $\ \displaystyle A_n=\sum_{i=1}^n a_i\ $
and letting let $\ \displaystyle a_k=\frac{1}{(2k+1)^2}\ $ , $\ \displaystyle b_k=H_k^{(2)}$, we get
\begin{align}
\sum_{k=1}^n\frac{H_k^{(2)}}{(2k+1)^2}&=\sum_{i=1}^n\frac{H_{n+1}^{(2)}}{(2i+1)^2}-\sum_{k=1}^n\frac{1}{(k+1)^2}\left(\sum_{i=1}^k\frac{1}{(2i+1)^2}\right)\\
&=\sum_{i=1}^n\frac{H_{n+1}^{(2)}}{(2i+1)^2}-\sum_{k=1}^n\frac{1}{(k+1)^2}\left(H_{2k}^{(2)}-\frac14H_{k}^{(2)}+\frac{1}{(2k+1)^2}-1\right)
\end{align}
Letting $n$ approach $\infty$, we get
\begin{align}
S&=\zeta(2)\sum_{i=1}^\infty\frac{1}{(2i+1)^2}-\sum_{k=1}^\infty\frac{1}{(k+1)^2}\left(H_{2k}^{(2)}-\frac14H_{k}^{(2)}\right)\\
&\quad-\sum_{k=1}^\infty\frac{1}{(k+1)^2(2k+1)^2}+\sum_{k=1}^\infty\frac1{(k+1)^2}\\
&=\zeta(2)\left(\frac34\zeta(2)-1\right)-\sum_{k=1}^\infty\frac{1}{k^2}\left(H_{2k}^{(2)}-\frac14H_{k}^{(2)}-\frac{1}{(2k-1)^2}\right)\\
&\quad-\sum_{k=1}^\infty\frac{1}{(k+1)^2(2k+1)^2}+\zeta(2)-1\\
&=\frac{15}8\zeta(4)-1-\sum_{k=1}^\infty\frac{1}{k^2}\left(H_{2k}^{(2)}-\frac14H_{k}^{(2)}\right)+\sum_{k=1}^\infty\frac{1}{k^2(2k-1)^2}-\sum_{k=1}^\infty\frac{1}{(k+1)^2(2k+1)^2}\\
&=\frac{15}8\zeta(4)-1-\sum_{k=1}^\infty\frac{1}{k^2}\left(H_{2k}^{(2)}-\frac14H_{k}^{(2)}\right)+1\\
&\quad+\sum_{k=1}^\infty\frac{1}{(k+1)^2(2k+1)^2}-\sum_{k=1}^\infty\frac{1}{(k+1)^2(2k+1)^2}\\
&=\frac{15}8\zeta(4)-\sum_{k=1}^\infty\frac{1}{k^2}\left(H_{2k}^{(2)}-\frac14H_{k}^{(2)}\right)\\
&=\frac{15}8\zeta(4)-4\sum_{k=1}^\infty\frac{H_{2k}^{(2)}}{(2k)^2}+\frac14\sum_{k=1}^\infty\frac{H_k^{(2)}}{k^2}\\
&=\frac{15}8\zeta(4)-4\left(\frac12\sum_{k=1}^\infty\frac{H_{k}^{(2)}}{k^2}+\frac12\sum_{k=1}^\infty\frac{(-1)^kH_k^{(2)}}{k^2}\right)+\frac14\sum_{k=1}^\infty\frac{H_k^{(2)}}{k^2}\\
&=\frac{15}8\zeta(4)-\frac74\sum_{k=1}^\infty\frac{H_k^{(2)}}{k^2}-2\sum_{k=1}^\infty\frac{(-1)^kH_k^{(2)}}{k^2}
\end{align}
By plugging $\displaystyle\sum_{n=1}^{\infty}\frac{(-1)^nH_n^{(2)}}{n^2}=-4\operatorname{Li}_4\left(\frac12\right)+\frac{51}{16}\zeta(4)-\frac72\ln2\zeta(3)+\ln^22\zeta(2)-\frac16\ln^42\ $
( proved here ) and $\ \displaystyle\sum_{k=1}^\infty\frac{H_k^{(2)}}{k^2}=\frac74\zeta(4)\ $, we get the closed form of $\ S$
Best Answer
A second solution in large steps by Cornel Ioan Valean
Let's start with the following useful identity which is easily derived by using recurrence relations and simple rearrangements, manipulations with sums, that is
By multiplying both sides of the identity above by $1/n^3$ and considering the summation from $n=1$ to $\infty$, we get
$$\sum_{n=1}^{\infty} \frac{1}{n^3}\sum_{k=1}^{n-1}\frac{H_{k}}{2 k+1}=\sum_{k=1}^{\infty} \sum_{n=k+1}^{\infty}\frac{1}{n^3}\frac{H_{k}}{2 k+1}=\underbrace{\sum_{k=1}^{\infty}\frac{H_{k}}{2 k+1}\left(\zeta(3)-H_k^{(3)}\right)}_{\text{The desired series}}$$ $$=\frac{1}{2}\sum_{n=1}^{\infty}\frac{H_{2n}^2}{n^3}-2\log(2) \sum_{n=1}^{\infty}\frac{H_{2n}}{n^3}+\frac{1}{2}\sum_{n=1}^{\infty}\frac{H_{2n}^{(2)}}{n^3}-\frac{1}{4}\sum_{n=1}^{\infty}\frac{H_n^2}{n^3}-\frac{1}{4}\sum_{n=1}^{\infty} \frac{H_n^{(2)}}{n^3}$$ $$+\log (2)\sum_{n=1}^{\infty} \frac{H_n}{n^3}+\frac{1}{2}\log ^2(2)\sum_{n=1}^{\infty}\frac{1}{n^3}-\int_0^1 \frac{\log(1+x)}{1+x}\operatorname{Li}_3(x^2)\textrm{d}x,$$
where we see all the series in the right-hand side are easily reducible to known series which may also be found in the book (Almost) Impossible Integrals, Sums, and Series.
On the other hand, with simple integration by parts, we obtain $$\int_0^1 \frac{\log(1+x)}{1+x}\operatorname{Li}_3(x^2)\textrm{d}x$$ $$=\frac{1}{2}\log^2(2)\zeta(3)-2\int_0^1 \frac{\log^2(1+x)\operatorname{Li}_2(x)}{x}\textrm{d}x-2\int_0^1 \frac{\log^2(1+x)\operatorname{Li}_2(-x)}{x}\textrm{d}x,$$ where the last integrals may be found calculated in the paper The calculation of a harmonic series with a weight $5$ structure, involving the product of harmonic numbers, $H_n H_{2n}^{(2)}$.
A note: The sister of the result above (easy to obtain by recurrence relations and very useful),