With $z=\sigma + x \, i;\,\, \sigma,x \in \mathbb{R}$, numerical evidence strongly suggests that:
$$\displaystyle \int_{0}^{\infty} \,\zeta(z)\,\zeta(\overline{z})\,\Gamma(z)\,\Gamma(\overline{z}) \,dx =\pi\,\Gamma(2\,\sigma)\,\big(\zeta(2\,\sigma-1)-\zeta(2\,\sigma)\big)$$
for all $\sigma > 1$.
Could this be proven?
Just to share that the equation can be extended towards $0<\sigma<1$ by starting from: $$\Gamma(s)\, \zeta(s) = \int_0^\infty x^{s-1}\left(\frac{1}{e^{x}-1}-\frac{1}{x}\right)\,dx$$ and following the same logic as in the answer below. This gives the closed form:
$$\displaystyle \int_{0}^{\infty} \,\zeta(z)\,\zeta(\overline{z})\,\Gamma(z)\,\Gamma(\overline{z}) \,dx =\pi\,\Gamma(2\,\sigma)\,\left(\frac{(2\,\sigma-3)}{(2\,\sigma-1)} \,\zeta(2\,\sigma-1)-\zeta(2\,\sigma)\right)$$
Note that since $\sigma$ could also be $\in \mathbb{C}$, this implies that when $\rho=2\,\sigma$ or $\rho=2\,\sigma-1$ ($\rho$ = a non-trivial zero of $\zeta(s)$), then the RHS becomes fully multiplicative.
The process can be extended indefinitely by for instance starting from $$\Gamma(s)\, \zeta(s) = \int_0^\infty x^{s-1}\left(\frac{1}{e^{x}-1}-\frac{1}{x} +\frac12\right)\,dx$$ which gives for the domain $-1<\sigma<0$ the following closed form:
$$\displaystyle \int_{0}^{\infty} \,\zeta(z)\,\zeta(\overline{z})\,\Gamma(z)\,\Gamma(\overline{z}) \,dx =\pi\,\left(2\,\sigma-3)\,\Gamma(2\,\sigma-1)\,\zeta(2\,\sigma-1\right)$$
And subsequently for the domain $-2<\sigma<-1$ we start from: $$\Gamma(s)\, \zeta(s) = \int_0^\infty x^{s-1}\left(\frac{1}{e^{x}-1}-\frac{1}{x} +\frac12-\frac{x}{12}\right)\,dx$$
which gives the closed form:
$$\displaystyle \int_{0}^{\infty} \,\zeta(z)\,\zeta(\overline{z})\,\Gamma(z)\,\Gamma(\overline{z}) \,dx =\pi\,\Gamma(2\,\sigma)\,\left(\frac{(2\,\sigma-3)}{(2\,\sigma-1)} \,\zeta(2\,\sigma-1)-\frac{\sigma}{3}\,\zeta(2\,\sigma+1)\right)$$
Don't think there is an easy pattern or generic formula since Bernoulli numbers are involved.