Let $D$ denote the starting domain.
The first step is pretty tricky! Denote the three starting circles as $C_1 = \{z : |z-i|=\sqrt 2\}$, $C_2 = \{z : |z+i|=\sqrt 2\}$, and $C_3 = \{z:|z-\sqrt 2|=1\}$. I want a Mobius transformation $T$ that satisfies:
- $T$ maps $C_3$ to the unit circle $|z|=1$
- $T(-1) = \infty$
I'll do this in two steps. First, apply $T_1(z) = z - \sqrt 2$ to shift the whole diagram sideways so that $C_3$ is mapped to $|z|=1$. Then, apply $T_2(z) = \frac{z-a}{1-\bar a z}$ with $a = \frac{-1}{1+\sqrt 2}$. Mobius transformations in this form always map the unit disc to itself (source) and we can check by hand that $T_2(-1-\sqrt 2) = \infty$. Now $T = T_2 \circ T_1$ is the desired Mobius transformation that fulfills both conditions (1) and (2).
Now let's see what $T$ does to our domain $D$. First, we note $T(\sqrt 2 + i) = e^{i \pi/4}$ and $T(\sqrt 2 - i) = e^{- i \pi / 4}$. The circles $C_1$ and $C_2$ must have mapped to lines because the images contain $T(-1) = \infty$. The original circles intersected at $z=-1$ but also at $z=1$, so both images will contain $T(1)$. It turns out $T(1) = 0$, so our image domain is
$$T(D) = \left\{r e^{i \theta} : r > 1, -\frac \pi 4 < \theta < \frac \pi 4 \right\}$$
Phew! From here, the rest of the mapping problem is pretty straightforward. Let $f(z) = z^2$; then $$f(T(D)) = \left\{r e^{i \theta} : r > 1, -\frac \pi 2 < \theta < \frac \pi 2 \right\}$$
which is an important step because our boundary is now made up of only two circles/lines instead of 3. Next, let $S(z)$ be the Mobius transformation satisfying $S(i) = \infty$, $S(-i) = 0$, and $S(1) = 1$. That gives $S(z) = \frac{z+i}{i(z-i)}$ and our domain becomes a quadrant: $$S(f(T(D))) = \{x+iy:x>0,y<0\}$$
Finally, square the quadrant to get the lower half plane, and then negate that to get the upper half plane. We can do these steps using $g(z) = -z^2$. And we're done! The final conformal map is the composition $g \circ S \circ f \circ T$.