The following series is proposed by Cornel Ioan Vălean: $$\sum _{k=1}^{\infty }\left(\frac{\overline{O}_k}{k}\right)^2=\frac{\pi ^4}{32}-2G^2,$$ where $\overline{O}_k=\sum _{n=1}^k\frac{\left(-1\right)^{n+1}}{2n-1}$ represents the $k$-th skew-harmonic number of the second kind and $G$ denotes Catalan's constant.
The main components used to establish a solution are the following key identities: $$\frac{\operatorname{arctanh} \left(x\right)}{1+x^2}=\sum _{k=1}^{\infty }\left(-1\right)^{k+1}\overline{O}_kx^{2k-1},\quad\left|x\right|<1;$$ $$\int _0^1x^{2k-1}\arctan \left(x\right)\:dx=\frac{1}{2k}\left(\frac{\pi }{4}+\frac{\pi }{4}\left(-1\right)^{k+1}-\left(-1\right)^{k+1}\overline{O}_k\right),\quad k\in \mathbb{Z}^+.$$ Their proofs are straightforward and may be found here and here. In my approach below, by applying these identities, we are able to first obtain complicated expressions which are reduced through a range of manipulations, leading to the desired closed form.
Given this, can we obtain such closed form in a more direct way? Are there other ways to proceed with these identities?
My approach (in large steps) is the following:
Through straightforward use of the main components, we have $$\frac{\operatorname{arctanh} \left(x\right)}{1+x^2}=\sum _{k=1}^{\infty }\left(-1\right)^{k+1}\sum _{n=1}^k\frac{\left(-1\right)^{n+1}}{2n-1}x^{2k-1}$$ $$\frac{1}{x}\int _0^x\frac{\operatorname{arctanh} \left(t\right)}{1+t^2}\:dt=\frac{1}{2}\sum _{k=1}^{\infty }\frac{\left(-1\right)^{k+1}}{k}\sum _{n=1}^k\frac{\left(-1\right)^{n+1}}{2n-1}x^{2k-1}$$ $$\int _0^1\frac{\arctan \left(x\right)}{x}\int _0^x\frac{\operatorname{arctanh} \left(t\right)}{1+t^2}\:dt\:dx=\frac{1}{2}\sum _{k=1}^{\infty }\frac{\left(-1\right)^{k+1}}{k}\sum _{n=1}^k\frac{\left(-1\right)^{n+1}}{2n-1}\int _0^1x^{2k-1}\arctan \left(x\right)\:dx$$ $$\int _0^1\frac{\operatorname{arctanh} \left(t\right)}{1+t^2}\left(G-\operatorname{Ti}_2\left(t\right)\right)\:dt=\frac{\pi }{16}\sum _{k=1}^{\infty }\frac{\left(-1\right)^{k+1}}{k^2}\sum _{n=1}^k\frac{\left(-1\right)^{n+1}}{2n-1}+\frac{\pi }{16}\sum _{k=1}^{\infty }\frac{1}{k^2}\sum _{n=1}^k\frac{\left(-1\right)^{n+1}}{2n-1}$$ $$-\frac{1}{4}\sum _{k=1}^{\infty }\frac{1}{k^2}\left(\sum _{n=1}^k\frac{\left(-1\right)^{n+1}}{2n-1}\right)^2$$ $$\sum _{k=1}^{\infty }\frac{1}{k^2}\left(\sum _{n=1}^k\frac{\left(-1\right)^{n+1}}{2n-1}\right)^2=\frac{\pi }{4}\sum _{k=1}^{\infty }\frac{\left(-1\right)^{k+1}}{k^2}\sum _{n=1}^k\frac{\left(-1\right)^{n+1}}{2n-1}+\frac{\pi }{4}\sum _{k=1}^{\infty }\frac{1}{k^2}\sum _{n=1}^k\frac{\left(-1\right)^{n+1}}{2n-1}$$ $$+4\int _0^1\frac{\operatorname{arctanh} \left(t\right)\operatorname{Ti}_2\left(t\right)}{1+t^2}\:dt-2G^2.\tag{1}$$ Moreover, by interchanging the order of summation and performing simple manipulations, we obtain $$\sum _{k=1}^{\infty }\frac{\left(-1\right)^{k+1}}{k^2}\sum _{n=1}^k\frac{\left(-1\right)^{n+1}}{2n-1}=-4\int _0^1\frac{\ln \left(t\right)\operatorname{arctanh} \left(t\right)}{1+t^2}\:dt\tag{2}$$ and $$\sum _{k=1}^{\infty }\frac{1}{k^2}\sum _{n=1}^k\frac{\left(-1\right)^{n+1}}{2n-1}=-4\int _0^1\frac{\ln \left(t\right)\arctan \left(t\right)}{1-t^2}\:dt.\tag{3}$$ Furthermore, if we use that $\operatorname{arctanh} \left(\frac{1}{t}\right)-\operatorname{arctanh} \left(t\right)=\frac{i\pi }{2},\:t>1$ and $\operatorname{Ti}_2\left(t\right)-\operatorname{Ti}_2\left(\frac{1}{t}\right)=\frac{\pi }{2}\ln \left(t\right),\:t>0$, it follows that $$\int _0^1\frac{\operatorname{arctanh} \left(t\right)\operatorname{Ti}_2\left(t\right)}{1+t^2}\:dt=\frac{1}{2}\operatorname{\mathfrak{R}} \left\{\int _0^{\infty }\frac{\operatorname{arctanh} \left(t\right)\operatorname{Ti}_2\left(t\right)}{1+t^2}\:dt\right\}+\frac{\pi }{4}\int _0^1\frac{\ln \left(t\right)\operatorname{arctanh} \left(t\right)}{1+t^2}\:dt,$$ and since $\int _0^1\frac{t}{1-t^2u^2}\:du=\operatorname{arctanh} \left(t\right)$ and $\operatorname{Ti}_2\left(t\right)=-\int _0^1\frac{t\ln \left(x\right)}{1+t^2x^2}\:dx$, it follows that $$\operatorname{\mathfrak{R}} \left\{\int _0^{\infty }\frac{\operatorname{arctanh} \left(t\right)\operatorname{Ti}_2\left(t\right)}{1+t^2}\:dt\right\}$$ $$=-\int _0^1\ln \left(x\right)\int _0^1\operatorname{\mathfrak{R}} \left\{\int _0^{\infty }\frac{t^2}{\left(1+t^2\right)\left(1+x^2t^2\right)\left(1-u^2t^2\right)}\:dt\right\}\:du\:dx$$ $$\overset{x=t}=-\frac{\pi }{2}\int _0^1\ln \left(t\right)\int _0^1\left(\frac{t}{\left(1+u^2\right)\left(t^2+u^2\right)}-\frac{1}{\left(1+u^2\right)\left(1+t\right)}\right)\:du\:dt,$$ and thus $$\operatorname{\mathfrak{R}} \left\{\int _0^{\infty }\frac{\operatorname{arctanh} \left(t\right)\operatorname{Ti}_2\left(t\right)}{1+t^2}\:dt\right\}=-\frac{\pi ^2}{8}\int _0^1\frac{\ln \left(t\right)}{1-t^2}\:dt+\frac{\pi }{2}\int _0^1\frac{\ln \left(t\right)\arctan \left(t\right)}{1-t^2}\:dt.$$ This means that $$\int _0^1\frac{\operatorname{arctanh} \left(t\right)\operatorname{Ti}_2\left(t\right)}{1+t^2}\:dt=-\frac{\pi ^2}{16}\int _0^1\frac{\ln \left(t\right)}{1-t^2}\:dt+\frac{\pi }{4}\int _0^1\frac{\ln \left(t\right)\arctan \left(t\right)}{1-t^2}\:dt$$ $$+\frac{\pi }{4}\int _0^1\frac{\ln \left(t\right)\operatorname{arctanh} \left(t\right)}{1+t^2}\:dt\tag{4}.$$ Therefore, if we apply $\left(2\right)$, $\left(3\right)$, and $\left(4\right)$ to $\left(1\right)$, we arrive at $$\sum _{k=1}^{\infty }\frac{1}{k^2}\left(\sum _{n=1}^k\frac{\left(-1\right)^{n+1}}{2n-1}\right)^2=-\frac{\pi ^2}{4}\int _0^1\frac{\ln \left(t\right)}{1-t^2}\:dt-2G^2,$$ and by using that $\int _0^1\frac{\ln \left(t\right)}{1-t^2}\:dt=-\frac{\pi ^2}{8}$, the closed form follows.
A first observation:
By independent calculations, we can also find that $$4\int _0^1\frac{\operatorname{Ti}_3\left(x\right)}{1+x^2}\:dx$$ $$=2\pi \int _0^1\frac{\arctan \left(x\right)\operatorname{arctanh}\left(x^2\right)}{x}\:dx-4\int _0^1\frac{\arctan ^2\left(x\right)\operatorname{arctanh}\left(x^2\right)}{x}\:dx$$ $$=\frac{\pi ^4}{32}-2G^2.$$ Perhaps this could be exploited in order to answer my first question.
A second observation:
By applying summation by parts to the main series, we obtain the following: $$\sum _{k=1}^{\infty }\left(\frac{\overline{O}_k}{k}\right)^2=\lim _{n\to \infty }\left(H_n^{\left(2\right)}\overline{O}_n^2\right)-\sum _{k=1}^{\infty }H_k^{\left(2\right)}\left(\overline{O}_{k+1}^2-\overline{O}_k^2\right)$$ $$=\frac{\pi ^4}{96}-\sum _{k=1}^{\infty }\frac{H_k^{\left(2\right)}}{\left(2k+1\right)^2}+2\sum _{k=1}^{\infty }\frac{\left(-1\right)^{k+1}\overline{O}_kH_k^{\left(2\right)}}{2k+1},$$ and by using the result obtained in this post along with the result of the remaining series, we find $$\sum _{k=1}^{\infty }\frac{\left(-1\right)^{k+1}\overline{O}_kH_k^{\left(2\right)}}{2k+1}$$ $$=-G^2-\frac{91}{32}\zeta \left(4\right)+4\operatorname{Li}_4\left(\frac{1}{2}\right)+\frac{7}{2}\ln \left(2\right)\zeta \left(3\right)-\ln ^2\left(2\right)\zeta \left(2\right)+\frac{1}{6}\ln ^4\left(2\right).$$