Not a rigorous answer, and it is rather a continuation of Mr Cohen's work.
My idea
My idea is standard, I just try to put all the approximate terms aside to see what will be left.
Main work
We start by giving the following equation.
$y_{n+1}-2(n+1)-\frac{1}{2}\ln(n+1) = -\frac{\ln(n)}{4ny_n}+\frac{\frac{1}{2}\ln(n) +2n-y_n}{2ny_{n}}-\frac{1}{2}\left[ \ln(1+\frac{1}{n}) -\frac{1}{n}\right]+( y_{n}-2n-\frac{1}{2}\ln(n))$
So if the approximation given by Mr Cohen is true, we have:
$$|e_{n+1}-e_n|=\left| -\frac{\ln(n)}{4ny_n}+\frac{\frac{1}{2}\ln(n) +2n-y_n}{2ny_{n}}-\frac{1}{2}\left[ \ln(1+\frac{1}{n}) -\frac{1}{n}\right]\right| \le c_1\frac{ln(n)}{n^2} $$
for some constant $c_1>0$, where $e_n:= y_n-2n-\frac{1}{2}\ln(n)$ as in the post of Mr Qiaochu.
Hence, $e_{n}$ converges to some limit, noted by $C$ also as in the post of Mr Qiaochu
Let $u_n:=e_n-C$
then, the very fist equation is equivalent to
$$u_{n+1}-u_n= \frac{-u_n}{2ny_n}-\frac{\ln(n)}{4ny_n}-\frac{C}{2ny_n}-\frac{1}{2}\left[ \ln(1+\frac{1}{n})-\frac{1}{n} \right]$$
Thus,
$$-u_N = \sum_{n \ge N}\left\{ \frac{-u_n}{2ny_n}-\frac{\ln(n)}{4ny_n}-\frac{C}{2ny_n}-\frac{1}{2}\left[ \ln(1+\frac{1}{n})-\frac{1}{n} \right] \right\}$$
Clearly,
$$ \lim_{N \rightarrow +\infty} \frac{N}{\ln(N)}\sum_{n \ge N}\frac{-u_n}{2ny_n}=0$$
$$\lim_{N \rightarrow +\infty} \frac{N}{\ln(N)}\sum_{n \ge N}\frac{C}{2ny_n}=0$$
$$\lim_{N \rightarrow +\infty} \frac{N}{\ln(N)}\sum_{n \ge N}\left[ \ln(1+\frac{1}{n})-\frac{1}{n}\right]=0$$
And though it is not really straightforward, it is also not hard to see that:
$$\lim_{N \rightarrow +\infty} \frac{N}{\ln(N)}\sum_{n \ge N}\frac{\ln(n)}{4ny_n} = \dfrac{1}{8}$$
So, in conclusion
$$y_n= 2n+\frac{1}{2}\ln(n)+C+\frac{1}{8}\frac{\ln(n)}{n}+o(\frac{\ln(n)}{n}) $$
Comment: It looks like the next terms are $\frac{1}{n}$ something and $\frac{\ln(n)^2}{n^2}$ something. So, it would be a surprise to me if one can find an analytic form for this series.
Updated comment
So,
$$x_n=\sqrt{2n}\sqrt{ 1+\frac{y_n-2n}{2n}}= \sqrt{2n}\left[1+\frac{\ln(n)}{8n}+\frac{C}{4n}+\frac{\ln(n)}{32n^2}-\frac{1}{8}\left( \frac{\ln n}{4n}+\frac{C}{2n} \right)^2 +o(\frac{\ln(n)}{n^2}) \right]$$