This partial answer places additional restrictions on $U$.
Constructing unitaries with infinite order
By KAK decomposition, $U$ can be written as
$$
U=(A_1\otimes A_0)e^{i\alpha X\otimes X + i\beta Y\otimes Y + i\gamma Z\otimes Z} (B_1\otimes B_0)\tag1
$$
for $A_i,B_i\in SU(2)$ and $\alpha,\beta,\gamma\in\mathbb{R}$. First, consider the case where $U=e^{i\alpha X\otimes X}$. If $\alpha$ is not a rational multiple of $\pi$ then $U$ has infinite order. Assume then that $\alpha=\frac{m\pi}{n}$ for $m,n$ relatively prime positive integers. Let $k$ be the multiplicative inverse of $m$ in $\mathbb{Z}_n^*$ and define
$$
\begin{align}
V&=U^{2k}=\exp\left(\frac{i\pi }{n}X\otimes X\right)\\
W&=(I\otimes H)V(I\otimes H)=\exp\left(\frac{i\pi}{n}X\otimes Z\right).\tag2
\end{align}
$$
We have
$$
\begin{align}
VW&=\left(\cos\frac{\pi}{n}+i\sin\frac{\pi}{n}X\otimes X\right)\left(\cos\frac{\pi}{n}+i\sin\frac{\pi}{n}X\otimes Z\right)\\
&=\cos^2\frac{\pi}{n}+i\sin\frac{\pi}{n}\left[\cos\frac{\pi}{n}X\otimes X+\cos\frac{\pi}{n}X\otimes Z+\sin\frac{\pi}{n}I\otimes Y\right].\tag3
\end{align}
$$
The two-qubit Pauli operators in square brackets square to identity and anti-commute pairwise, so the whole expression in square brackets itself squares to a scalar multiple of identity and we may rewrite $(3)$ as
$$
\begin{align}
VW&=\cos\lambda\pi+i\sin\lambda\pi A\\
&=\exp(i\lambda\pi A)\tag4
\end{align}
$$
for some $\lambda\in\mathbb{R}$ and some operator $A$ with $A^2=I$. In analogy with the single-qubit case, the last expression for $VW$ may be interpreted as a rotation around the axis $A$ through angle $\lambda/2$.
Now, if $\lambda\notin\mathbb{Q}$ then $VW$ has infinite order. Thus, if $n\in\mathbb{Z}_+$ is such that
$$
\cos^2\frac{\pi}{n}=\cos\lambda\pi\tag5
$$
for an irrational $\lambda$ then $U=e^{i\frac{m\pi}{n}X\otimes X}$ and Hadamard generate an infinite subgroup of $U(4)$.
Special values of $n$
Let's consider a few concrete values of $n$.
- If $n=1$, then $\lambda=0\in\mathbb{Q}$, but $U=-I\in C_2$.
- If $n=2$, then $\lambda=\frac12\in\mathbb{Q}$, but $U=iX\otimes X\in C_2$.
- If $n=3$, then $\cos\lambda\pi=\frac14$ and $\lambda\notin\mathbb{Q}$ by Niven's theorem.
- If $n=4$, then $\lambda=\frac13\in\mathbb{Q}$, but once again $U=\frac{1+iX\otimes X}{\sqrt2}\in C_2$.
- If $n=8$, then we can follow the argument in the classical proof that $H$ and $T$ gates are universal for $SU(2)$. Namely, we note that the minimal polynomial of $e^{2\pi i\lambda}$
$$
x^4 + x^3 + \frac14 x^2 + x + 1\tag6
$$
has a coefficient which is not an integer, so the polynomial is not cyclotomic. By theorem B.1 in Appendix B of this paper we conclude that $\lambda\notin\mathbb{Q}$.
If $n$ is divisible by $8$ or $3$, then we can reduce to one of the cases above by raising $V$ and $W$ to the appropriate power. In general, we can reduce the case of an arbitrary integer $n$ to the case corresponding to any of its prime divisors.
Primes checked on computer
We can check if some of the odd primes greater than $3$ give rise to an infinite order unitary using the following python script
import sympy
Strictly speaking, we only need to look at prime n, but
we can also check equation (6) while we're at it.
for n in [2, 3, 4, 5, 6, 7, 8] + [sympy.prime(i) for i in range(5, 100)]:
c = sympy.cos(sympy.pi / n)
a = (c ** 2 + sympy.I * sympy.sqrt(1 - c ** 4)) ** 2
m = sympy.AlgebraicNumber(a).minpoly.monic()
coeffs = m.all_coeffs()
print(not all(c.is_integer for c in coeffs), n, coeffs)
which computed
False 2 [1, 1]
True 3 [1, 7/4, 1]
False 4 [1, 1, 1]
True 5 [1, 9/4, 41/16, 9/4, 1]
True 6 [1, -1/4, 1]
True 7 [1, 11/4, 29/8, 239/64, 29/8, 11/4, 1]
True 8 [1, 1, 1/4, 1, 1]
True 11 [1, 15/4, 13/2, 493/64, 2027/256, 8119/1024, 2027/256, 493/64, 13/2, 15/4, 1]
True 13 [1, 17/4, 133/16, 43/4, 1467/128, 11827/1024, 47321/4096, 11827/1024, 1467/128, 43/4, 133/16, 17/4, 1]
True 17 [1, 21/4, 203/16, 627/32, 5951/256, 12463/512, 50209/2048, 100469/4096, 1607521/65536, 100469/4096, 50209/2048, 12463/512, 5951/256, 627/32, 203/16, 21/4, 1]
True 19 [1, 23/4, 61/4, 1641/64, 8293/256, 35889/1024, 9129/256, 292755/8192, 2342325/65536, 9369319/262144, 2342325/65536, 292755/8192, 9129/256, 35889/1024, 8293/256, 1641/64, 61/4, 23/4, 1]
True 23 [1, 27/4, 169/8, 2663/64, 959/16, 18081/256, 38255/512, 1240605/16384, 4972287/65536, 19892437/262144, 39785127/524288, 318281039/4194304, 39785127/524288, 19892437/262144, 4972287/65536, 1240605/16384, 38255/512, 18081/256, 959/16, 2663/64, 169/8, 27/4, 1]
True 29 [1, 33/4, 509/16, 617/8, 17209/128, 189031/1024, 883405/4096, 939607/4096, 7657361/32768, 30751215/131072, 123075359/524288, 15385221/65536, 984656783/4194304, 15754509543/67108864, 63018038201/268435456, 15754509543/67108864, 984656783/4194304, 15385221/65536, 123075359/524288, 30751215/131072, 7657361/32768, 939607/4096, 883405/4096, 189031/1024, 17209/128, 617/8, 509/16, 33/4, 1]
True 31 [1, 35/4, 287/8, 5923/64, 21921/128, 126899/512, 308699/1024, 5386235/16384, 11102899/32768, 44762051/131072, 89654271/262144, 717364337/2097152, 1434749227/4194304, 5739000597/16777216, 11478001349/33554432, 367296043199/1073741824, 11478001349/33554432, 5739000597/16777216, 1434749227/4194304, 717364337/2097152, 89654271/262144, 44762051/131072, 11102899/32768, 5386235/16384, 308699/1024, 126899/512, 21921/128, 5923/64, 287/8, 35/4, 1]
True 37 [1, 41/4, 793/16, 2421/16, 10577/32, 571305/1024, 3164007/4096, 118491/128, 66143577/65536, 273701283/262144, 1106365967/1048576, 1109114697/1048576, 4438382899/4194304, 35508987303/33554432, 142036606517/134217728, 71018321185/67108864, 4545172591693/4294967296, 18180690368881/17179869184, 72722761475561/68719476736, 18180690368881/17179869184, 4545172591693/4294967296, 71018321185/67108864, 142036606517/134217728, 35508987303/33554432, 4438382899/4194304, 1109114697/1048576, 1106365967/1048576, 273701283/262144, 66143577/65536, 118491/128, 3164007/4096, 571305/1024, 10577/32, 2421/16, 793/16, 41/4, 1]
True 41 [1, 45/4, 959/16, 6469/32, 124937/256, 232275/256, 702227/512, 1809903/1024, 33270951/16384, 568272741/262144, 2331750279/1048576, 4700829213/2097152, 37680003819/16777216, 9423427581/4194304, 150782456021/67108864, 301566434987/134217728, 9650129270063/4294967296, 38600517671513/17179869184, 154402070746035/68719476736, 308804141493505/137438953472, 2470433131948081/1099511627776, 308804141493505/137438953472, 154402070746035/68719476736, 38600517671513/17179869184, 9650129270063/4294967296, 301566434987/134217728, 150782456021/67108864, 9423427581/4194304, 37680003819/16777216, 4700829213/2097152, 2331750279/1048576, 568272741/262144, 33270951/16384, 1809903/1024, 702227/512, 232275/256, 124937/256, 6469/32, 959/16, 45/4, 1]
True 43 [1, 47/4, 131/2, 14813/64, 149939/256, 1167743/1024, 1843187/1024, 4932729/2048, 46690691/16384, 203346617/65536, 52721183/16384, 13669999493/4194304, 54875745797/16777216, 219674638973/67108864, 219703389203/67108864, 878827931927/268435456, 14061267674887/4294967296, 56245075867073/17179869184, 28122538036887/8589934592, 899921217256537/274877906944, 3599684869029459/1099511627776, 14398739476117879/4398046511104, 3599684869029459/1099511627776, 899921217256537/274877906944, 28122538036887/8589934592, 56245075867073/17179869184, 14061267674887/4294967296, 878827931927/268435456, 219703389203/67108864, 219674638973/67108864, 54875745797/16777216, 13669999493/4194304, 52721183/16384, 203346617/65536, 46690691/16384, 4932729/2048, 1843187/1024, 1167743/1024, 149939/256, 14813/64, 131/2, 47/4, 1]
showing that if $n$ is divisible by $8$ or by any odd prime up to $43$ then $VW$ has infinite order.
Proof sketch for all odd primes
The output above suggests an approach to proving that $\lambda\notin\mathbb{Q}$ when $n$ is any odd prime using a little bit of algebraic number theory. Specifically, the output suggests that the second coefficient of the monic minimal polynomial of $e^{2\pi i\lambda}$ is $\frac{p+4}{4}$. We will sketch a proof that this is indeed the case for all odd primes $p$.
Let $K$ denote the splitting field of the minimal polynomial of $e^{2\pi i\lambda}$. The second coefficient of the polynomial is equal to the negative trace of $e^{2\pi i\lambda}$ relative to the field extension $K/\mathbb{Q}$. On the other hand, the trace is the sum of all elements of $K$ conjugate to $e^{2\pi i\lambda}$. In this case, the conjugates are $e^{2\pi i\lambda_k}$ for $k=1,2,\dots,p-1$ where
$$
\cos^2\frac{k\pi}{n}=\cos\lambda_k\pi.\tag7
$$
Therefore, the trace of $e^{2\pi i\lambda}$ relative to the field extension $K/\mathbb{Q}$ is
$$
\begin{align}
\mathrm{tr}_{K/\mathbb{Q}}(e^{2\pi i\lambda})&=\sum_{k=1}^{p-1}e^{2\pi i\lambda_k}\\
&=\sum_{k=1}^{p-1}(2\cos^4\frac{\pi k}{p}-1)\\
&=1-p+2\sum_{k=1}^{p-1}\cos^4\frac{\pi k}{p}\\
&=1-p+\frac14\sum_{k=1}^{p-1}\left(3+4\cos\frac{2\pi k}{p}+\cos\frac{4\pi k}{p}\right)\\
&=\frac14-\frac{p}{4}+\sum_{k=1}^{p-1}\cos\frac{2\pi k}{p} + \frac14\sum_{k=1}^{p-1}\cos\frac{4\pi k}{p}\\
&=\frac14-\frac{p}{4}+\sum_{k=0}^{p-1}e^{\frac{2\pi ik}{p}} - 1 + \frac14\left(\sum_{k=0}^{p-1}e^{\frac{4\pi ik}{p}} - 1\right)\\
&=\frac14-\frac{p}{4}-1-\frac14\\
&=-\frac{p+4}{4}
\end{align}\tag8
$$
which agrees with the computer output for odd primes from $3$ to $43$. Thus, the second coefficient of the monic minimal polynomial of $e^{2\pi i\lambda}$ is $\frac{p+4}{4}$ which is not an integer. Therefore, the polynomial is not cyclotomic, so by the previously cited theorem B.1 in Appendix B of this paper we have $\lambda\notin\mathbb{Q}$.
Conclusion
We have shown that if $\alpha\in\{0, \frac{\pi}{4},\frac{\pi}{2},\frac{3\pi}{4},\pi\}$ then $U=e^{i\alpha X\otimes X}\in C_2$ and otherwise $\langle U,H\rangle$ has infinite order. Moreover, $X\otimes X$, $Y\otimes Y$ and $Z\otimes Z$ commute pairwise and exponentiate to single-parameter subgroups of $U(4)$ that coincide only at identity. Therefore, we conclude that every unitary of the form
$$
U=e^{i\alpha X\otimes X + i\beta Y\otimes Y + i\gamma Z\otimes Z}\tag9
$$
either belongs to $C_2$ or $\langle U, H\rangle$ has infinite order. It is easy to further extend the conclusion to unitaries of the form $(1)$ with local unitaries equivalent up to local Cliffords in the sense that $A_iB_i\in C_1$.
This leaves the case of general local unitaries $A_i,B_i$ unresolved. Nevertheless, it appears unlikely that there exists a finite subgroup of $U(4)$ that contains $C_1^{\otimes 2}$ and is not contained in $C_2$.