If $x^2=4$ and $x\neq-2,$ then $x=2.$
Proof
Suppose that $x=2$ (assuming the conclusion).
Then $x^2=4$ and $x\neq-2.$
Thus, if $x^2=4$ and $x\neq-2$, then $x=2.$
In your first two steps, you proved the given statement's converse $$C\implies A \land B.$$ Then I think you implicitly inferred that $$\color\red {C\implies} C \land A\land B,$$ though you didn't make it explicit. Then you implicitly inferred that $$\color\red {C\implies} \Big(A \land B\implies C\Big).\tag0$$ So far, so good. Unfortunately, you carelessly wrote statement $(0)$ just as $$A \land B\implies C,\tag3$$ making Step 3 an invalid inference! You'd neglected to discharge the supposition $\color\red C$ that was made in Step 1.
In other words, you have not validly deduced the required statement $(3);$ you have validly deduced statement $(0),$ which says that if $\color\red C$ (i.e., the supposition $\color\red {x=2}$ that you made in Step 1) is actually true then statement $(3)$ is true. Unfortunately, statement $(0)$ is not useful information, because it is a tautology: no knowledge of mathematics or elementary algebra is required to validly deduce statement $(0),$ which can be proven simply using a truth table.
Begging the question is the fallacy of arguing by assuming the conclusion. In your Step 1, assuming the consequent x = 2 of the given statement amounts to assuming that the statement is true (notice that if B is true then A→B is automatically true), that is, assuming the conclusion of the proof/argument; tautology $(0)$ exhibits the structure of this fallacy.
To show that an argument is valid, why can we not assume that both its
premises and conclusion are true then show that there's no
contradiction?
If the argument's premise $P$ and conclusion $C$ are both true, then by definition they don't contradict each other (i.e., $P\not\equiv\lnot C$).
When you say "show that there's no contradiction" (if you in fact mean "...leads to no contradiction" then how would you actually do that??), do you perhaps instead mean the weaker condition $\text“P_1,\ldots,P_n,C$ are consistent with one another”, which is an immediate consequence of $(P_1\land\ldots \land P_n \land C)$ being true? In other words, are you perhaps just meaning to ask this simpler question:
- does its premises and conclusion being consistent with one another imply that the argument is valid?
- does showing that $(P_1\land\ldots \land P_n \land C)$ is true (this implies that $P_1,\ldots,P_n,C$ are consistent with one another) prove that $(P_1\land\ldots \land P_n \to C)$ is a tautology?
The answer is No: in real analysis,
- $7>4;$ therefore, every squared number is nonnegative
has premise and conclusion both true yet is an invalid argument, because the corresponding conditional is not a tautology, because in complex analysis this conditional is actually false.
With proof by contradiction, it is legitimate to assume that the
conclusion is false; why?
Because this assumption is merely provisional and is discharged by the end of the proof. On the other hand, your proof attempt does not eventually discharge the $\color\red{\text{assumption}}$ that $\color\red C$ is true. (The point is that when we make a supposition/assumption, we need to keep track of it and remember to also consider the case in which it is actually false.)
P.S. To say that the argument $(P_1\land\ldots \land P_n,\,\therefore C)$ is valid is to say that its premise forces the conclusion to be true even in an alien world/context; remember, we are investigating the logical truth of $(P_1\land\ldots \land P_n \to C)$ regardless of the truth value of "every squared number is nonnegative" in any particular world.