\begin{align}
p_0(x) &= x \\
p_1(x) &= (p_0(x) - 2)^2 = (x-2)^2 \\
& \vdots \\
p_k(x) &= (p_{k-1}(x) - 2)^2
\end{align}
For any polynomial $p(x)$, to solve for the coefficient of $x^k$, it suffices to compute $\dfrac{p^{(k)}(x)}{k!}$.
Claim 1: $\forall k \in \Bbb{N}^*, p_k(0) = 4$
Proof by induction: the case for $k = 1$ is obvious. Assume the result for $k$.
$$p_{k+1}(0) = (p_k(0) - 2)^2 = (4-2)^2 = 4 \tag*{$\square$}$$
Claim 2: $\forall k \in \Bbb{N}^*, p_k'(0) = -4^k$
Proof by induction: the case for $k = 1$ follows from $p_1'(x) = 2(x-2)$ so that $p_1'(0) = -4$. Assume the result for $k$.
\begin{align}
p_{k+1}'(x) &= 2\,(p_k(x) - 2)\,p_k'(x) \\
p_{k+1}'(0) &= 2\,(p_k(0) - 2)\,p_k'(0) \\
&= 2\,(4 - 2)\,p_k'(0) \tag{Claim 1} \\
&= 4p_k'(0)
\end{align}
This gives the recurrence sequence $p_{k+1}'(x) = 4p_k'(0)$ with $p_1'(0) = -4$, so that $p_k'(0) = -4^k \quad \forall k \in \Bbb{N}^*. \tag*{$\square$}$
Claim 3: $\forall k \in \Bbb{N}^*, p_k''(0) = 2 \, \dfrac{4^{2k} - 4^k}{12}$
Proof by induction: the case for $k = 1$ follows from $p_1'(x) = 2(x-2)$ so that $p_1'(0) = -4$. Assume the result for $k$.
\begin{align}
p_{k+1}'(x) &= 2\,(p_k(x) - 2)\,p_k'(x) \\
p_{k+1}''(x) &= 2\,[(p_k'(x))^2 + (p_k(x) - 2)\,p_k''(x)] \\
p_{k+1}''(0) &= 2\,[(p_k'(0))^2 + (p_k(0) - 2)\,p_k''(0)] \\
&= 2\,[(-4^k)^2 + (4 - 2)\,p_k''(0)] \tag{Claims 1 & 2} \\
&= 2\,[16^k + 2\,p_k''(0)] \\
\therefore \;p''_{k+1}(0) &= 4\,p''_k(0) + 2 \cdot 16^k \\
p''_{k+1}(0) - 4\,p''_k(0) &= 2 \cdot 16^k = 2 \cdot 4^{2k} \\
4p''_k(0) - 4^2\,p''_{k-1}(0) &= 2 \cdot 4 \cdot 4^{2(k-1)} = 2 \cdot 4^{2k-1} \\
& \vdots \\
4^{k-1}\,p''_2(0) - 4^k\,p_1''(0) &= 2 \cdot 4^{k-1} \cdot 4^2 = 2 \cdot 4^{k+1}
\end{align}
Sum up the above $k$ eqautions to get $p''_{k+1}(0) - 4^k\,p''_1(0) = 2 \sum\limits_{i = 1}^k 16^i$. Note that $p''_1(0) = 2$, so
\begin{align}
p''_{k+1}(0) &= 2 \cdot 4^k + 2 \sum\limits_{i = k+1}^{2k} 4^i \\
&= 2 \,\left[ 4^k + 4^{k+1} \cdot \frac{4^k-1}{4-1} \right] \\
&= 2 \,\left[ 4^k + 4\cdot \frac{4^{2k}-4^k}{3} \right] \\
&= 2 \, \frac{4 \cdot 4^{2k} - 4^k}{3} \\
&= 2 \, \frac{4^{2(k+1)} - 4^{k+1}}{12} \tag*{$\square$} \\
\end{align}
Therefore, the coefficients of $1$, $x$ and $x^2$ in $p(x)$ are $4$, $-4^k$ and $\dfrac{4^{2k} - 4^k}{12}$ respectively.