Different approach using the harmonic series:
I am going to use the following identities:
$$\int_0^1 x^{n}\ln(1-x)=-\frac{H_{n+1}}{n+1}$$
$$\int_0^1\frac{x^n\ln x}{1-x}dx=-\zeta(2)+H_n^{(2)}$$
$$\sum_{n=0}^\infty(-1)^nf(2n+1)=\text{Im}\sum_{n=1}^\infty(i)^nf(n)$$
Start with applying integration by parts then writing $\arctan x=\sum_{n=0}^\infty\frac{(-1)^nx^{2n+1}}{2n+1}$ we get
$$I=\int_0^1\frac{\ln x\ln(1-x)}{1+x^2}dx=\int_0^1\arctan x\left(\frac{\ln x}{1-x}-\frac{\ln(1-x)}{x}\right)dx$$
$$=\sum_{n=0}^\infty\frac{(-1)^n}{2n+1}\left[\int_0^1\frac{x^{2n+1}\ln x}{1-x}dx-\int_0^1x^{2n}\ln(1-x)dx\right]$$
$$=-\zeta(2)\sum_{n=0}^\infty\frac{(-1)^n}{2n+1}+\sum_{n=0}^\infty(-1)^n\left(\frac{H_{2n+1}^{(2)}}{2n+1}+\frac{H_{2n+1}}{(2n+1)^2}\right)$$
$$=-\zeta(2)\frac{\pi}{4}+\text{Im}\sum_{n=1}^\infty(i)^n\left(\frac{H_{n}^{(2)}}{n}+\frac{H_{n}}{n^2}\right)\tag1$$
From here we have
$$\small{\sum_{n=1}^\infty x^n\left(\frac{H_{n}^{(2)}}{n}+\frac{H_{n}}{n^2}\right)=2\operatorname{Li}_3(x)+\operatorname{Li}_3(1-x)+\frac12\ln x\ln^2(1-x)-\zeta(2)\ln(1-x)-\zeta(3)}$$
By setting $x=i$ and considering the imaginary part we get
$$\text{Im}\sum_{n=1}^\infty(i)^n\left(\frac{H_{n}^{(2)}}{n}+\frac{H_{n}}{n^2}\right)=\frac{17\pi^3}{192}+\frac{\pi}{16}\ln^22-\Im\operatorname{Li}_3(1+i)\tag2$$
Plug (2) in (1), the closed form of $I$ follows.