Two powerful alternating sums $\sum_{n=1}^\infty\frac{(-1)^nH_nH_n^{(2)}}{n^2}$ and $\sum_{n=1}^\infty\frac{(-1)^nH_n^3}{n^2}$
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.
Different approach
First let define
$$M=\sum_{n=1}^\infty\frac{(-1)^nH_n^3}{n^2}$$
$$N=\sum_{n=1}^\infty\frac{(-1)^nH_nH_n^{(2)}}{n^2}$$
$$P=\sum_{n=1}^\infty\frac{(-1)^nH_n^{(3)}}{n^2}$$
I am going to establish two relations and solve them as a system of equations.
First relation:
From here we have
$$-\int_0^1x^{n-1}\ln^3(1-x)\ dx=\frac{H_n^3+3H_nH_n^{(2)}+2H_n^{(3)}}{n}$$
Multiply both sides by $\frac{(-1)^n}{n}$ then $\sum_{n=1}^\infty$ we have
$$M+3N+2P=\int_0^1\frac{\ln^3(1-x)}{x}\sum_{n=1}^\infty\frac{(-x)^{n-1}}{n}dx=\int_0^1\frac{\ln^3(1-x)\ln(1+x)}{x}dx\tag1$$
Second relation:
From here we have
$$\sum_{n=1}^\infty\left(H_n^3-3H_nH_n^{(2)}+2H_n^{(3)}\right)x^n=-\frac{\ln^3(1-x)}{1-x}$$
Replace $x$ with $-x$ and multiply both sides by $-\frac{\ln x}{x}$ then $\int_0^1$ and use $-\int_0^1 x^{n-1}\ln xdx=\frac{1}{n^2}$ we get
$$M-3N+2P=\int_0^1\frac{\ln^3(1+x)\ln x}{x(1+x)}dx\tag2$$
So
$$M=\frac{(1)+(2)}{2}=\frac12\color{blue}{\int_0^1\frac{\ln^3(1-x)\ln(1+x)}{x}dx}+\frac12\color{red}{\int_0^1\frac{\ln^3(1+x)\ln x}{x(1+x)}dx}-2P$$
the first integral is nicely calculated by @Song here
$$\color{blue}{\int_0^1\frac{\ln^3(1-x)\ln(1+x)}{x}dx}=6\operatorname{Li}_5\left(\frac12\right)+6\ln2\operatorname{Li}_4\left(\frac12\right)-\frac{81}{16}\zeta(5)-\frac{21}{8}\zeta(2)\zeta(3)\quad+\frac{21}8\ln^22\zeta(3)-\ln^32\zeta(2)+\frac15\ln^52$$
For the second integral,
$$\color{red}{\int_0^1\frac{\ln^3(1+x)\ln x}{x(1+x)}dx}=\int_0^1\frac{\ln^3(1+x)\ln x}{x}dx-\underbrace{\int_0^1\frac{\ln^3(1+x)\ln x}{1+x}dx}_{IBP}$$
$$=\int_0^1\frac{\ln^3(1+x)\ln x}{x}dx+\frac14\int_0^1\frac{\ln^4(1+x)}{x}dx$$
where the first part is calculated here
$$\int_0^1\frac{\ln^3(1+x)\ln x}{x}dx=-12\operatorname{Li}_5\left(\frac12\right)-12\ln2\operatorname{Li}_4\left(\frac12\right)+\frac{99}{16}\zeta(5)+3\zeta(2)\zeta(3)\\-\frac{21}4\ln^22\zeta(3)+2\ln^32\zeta(2)-\frac25\ln^52$$
and the second part can be calculated through the generalization
$$\int_0^1\frac{\ln^n(1+x)}{x}dx=\frac{\ln^{n+1}(2)}{n+1}+n!\zeta(n+1)+\sum_{k=0}^n k!{n\choose k}\ln^{n-k}(2)\operatorname{Li}_{k+1}\left(\frac12\right)$$
which gives
$$\small{\int_0^1\frac{\ln^4(1+x)}{x}dx=4\ln^32\zeta(2)-\frac{21}2\ln^22\zeta(3)+24\zeta(5)-\frac45\ln^52-24\ln2\operatorname{Li}_4\left(\frac12\right)-24\operatorname{Li}_5\left(\frac12\right)}$$
combine the two parts we have
$$\color{red}{\int_0^1\frac{\ln^3(1+x)\ln x}{x(1+x)}dx}=-18\operatorname{Li}_5\left(\frac12\right)-18\ln2\operatorname{Li}_4\left(\frac12\right)+\frac{195}{16}\zeta(5)+3\zeta(2)\zeta(3)\\-\frac{63}8\ln^22\zeta(3)+3\ln^32\zeta(2)-\frac35\ln^52$$
For the sum $P$, its already calculated here
$$P=\sum_{n=1}^\infty\frac{(-1)^nH_n^{(3)}}{n^2}=\frac{21}{32}\zeta(5)-\frac34\zeta(2)\zeta(3)$$
Combine the results of the blue integral, red integral and $P$ we get
$$M=-6\operatorname{Li}_5\left(\frac12\right)-6\ln2\operatorname{Li}_4\left(\frac12\right)+\ln^32\zeta(2)-\frac{21}{8}\ln^22\zeta(3)+\frac{27}{16}\zeta(2)\zeta(3)+\frac94\zeta(5)-\frac15\ln^52$$
And
$$N=\frac{(1)-(2)}{6}=\frac16\color{blue}{\int_0^1\frac{\ln^3(1-x)\ln(1+x)}{x}dx}-\frac16\color{red}{\int_0^1\frac{\ln^3(1+x)\ln x}{x(1+x)}dx}$$
$$=4\operatorname{Li}_5\left(\frac12\right)+4\ln2\operatorname{Li}_4\left(\frac12\right)-\frac23\ln^32\zeta(2)+\frac74\ln^22\zeta(3)-\frac{15}{16}\zeta(2)\zeta(3)-\frac{23}8\zeta(5)+\frac2{15}\ln^52$$