Suppose there exists $r=\sup\ A$. In order to show $r^2=2$, let us show that none of $r^2<2$ and $r^2>2$ can happen.
Let us suppose $r^2<2$. In particular, $2-r^2>0$. By Archimedian property, there is $n\in\mathbb N\setminus\{0\}$, such that:
$$n\cdot (2-r^2)>2\cdot r+1.$$
This implies
\begin{align*}
\frac{1}{n}<\frac{2-r^2}{2\cdot r+1}.
\end{align*}
Hence, using that
$$\frac{1}{n^2}\leq \frac{1}{n},$$
it follows
\begin{align*}
\left(r+\frac{1}{n}\right)^2&=r^2+\frac{2\cdot r}{n}+\frac{1}{n^2}\\
&\leq r^2+\frac{2\cdot r}{n}+\frac{1}{n}\\
&=r^2+\frac{2\cdot r+1}{n}\\
&<r^2+(2\cdot r+1)\cdot \frac{2-r^2}{2\cdot r+1}\\
&=r^2+2-r^2\\
&=2.
\end{align*}
Since
$$r+\frac{1}{n}\in \mathbb Q\quad \textrm{and}\quad \left(r+\frac{1}{n}\right)^2<2$$
one has
$$r+\frac{1}{n}\in A.$$
This contradicts the fact that $r$ is an upper bound of $A$ for
$$r<r+\frac{1}{n}.$$
Now, it is left to show $r^2>2$ can not happen. If $r^2>2$, then $r^2-2>0$ and by Archimedian property, there exists $n\in \mathbb N\setminus\{0\}$ such that
$$
n\cdot (r^2-2)>2\cdot r.
$$
This imples
$$
r^2-\frac{2\cdot r}{n}>2.
$$
Notice also
$$
r^2-\frac{2\cdot r}{n}>2\implies r-\frac{2}{r}>\frac{2}{n}>\frac{1}{n}\implies r-\frac{1}{n}>0.
$$
Now,
\begin{align*}
\left(r-\frac{1}{n}\right)^2&=r^2-\frac{2\cdot r}{n}+\frac{1}{n^2}>r^2-\frac{2\cdot r}{n}>2
\end{align*}
Since $r=\sup\ A$, there exists $x_0\in A$ such that
$$r-\frac{1}{n}<x_0.$$
Since $r-\frac{1}{n}>0$, it follows
$$x_0^2>\left(r-\frac{1}{n}\right)^2>2.$$
This contradicts $x_0\in A$.