From Vandermonde's identity,
$$
\sum_{k=0}^n(-1)^k\binom nk\frac{1}{k+j}=\frac 1j\frac 1{\binom{n+j}j}
$$
Hence
\begin{align}
F(j)&=\sum_{0\leq n}H_{n+2}^2\sum_{k=0}^n(-1)^k\binom nk\frac 1{k+j}\\
&=\frac 1j\sum_{0\leq n}\frac{H_{n+2}^2}{\binom{n+j}j}\\
&=\sum_{0<n}\frac{H_{n+1}^2}{n\binom{n+j-1}{j-1}}\\
&=\sum_{0<n}\frac{\left(H_{n}+\frac 1{n+1}\right)^2}{n\binom{n+j-1}{j-1}}\\
&=\sum_{0<n}\frac{H_n^2}{n\binom{n+j-1}{j-1}}+2\sum_{0<n}\frac{H_n}{n(n+1)\binom{n+j-1}{j-1}}+\sum_{0<n}\frac{1}{n(n+1)^2\binom{n+j-1}{j-1}}
\end{align}
Define $S_m, H_m$ and $\zeta^m$ as follows,
\begin{align}
S_m(k_1,\dots,k_r)&:=\sum_{0<n_1<\cdots<n_r}\frac 1{n_1^{k_1}\cdots n_r^{k_r}\binom{n_r+m}{n_r}}\\
H_m(k_1,\dots,k_r)&:=\sum_{0<n_1<\cdots<n_r\leq m}\frac 1{n_1^{k_1}\cdots n_r^{k_r}}\\
\zeta^m(k_1,\dots,k_r)&:=\sum_{m\leq n_1<\cdots<n_r}\frac{1}{n_1^{k_1}\cdots n_r^{k_r}}
\end{align}
According to connected sum method (https://arxiv.org/abs/2006.09076, Proposition 5.1)
Let $k_r\geq 2$ and $(l_1,\dots,l_s)$ be dual index of $(k_1,\dots,k_r)$, then
$$
S_m(k_1,\dots,k_r,\{1\}^t)=\frac 1{m^t}\sum_{m<n_1<\cdots<n_s}\frac 1{n_1^{l_1}\cdots n_s^{l_s}}=\frac 1{m^t}\zeta^{m+1}(l_1,\dots,l_s)
$$
by the following identity.
$$
\sum_{n<n_1<\cdots<n_t}\frac 1{n_1\cdots n_t\binom{n_t+m}{n_t}}=\frac 1{m^t\binom{n+m}{n}}
$$
Therefore, first term is
\begin{align}
\sum_{0<n}\frac{H_n^2}{n\binom{n+j-1}{j-1}}&=\sum_{0<l,m\leq n}\frac{1}{lmn\binom{n+j-1}{j-1}}\\
&=S_{j-1}(3)+2S_{j-1}(1,2)+S_{j-1}(2,1)+2S_{j-1}(1,1,1)\\
&=\zeta^j(1,2)+2\zeta^j(3)+\frac 1{j-1}\zeta^j(2)+\frac{2}{(j-1)^3}
\end{align}
Second term is
\begin{align}
2\sum_{0<n}\frac{H_n}{n(n+1)\binom{n+j-1}{j-1}}&=2\sum_{0<n}\frac{H_n}{n\binom{n+j-1}{j-1}}-2\sum_{0<n}\frac{H_n}{(n+1)\binom{n+j-1}{j-1}}\\
&=2S_{j-1}(1,1)+2S_{j-1}(2)-2(j-1)\sum_{0<n}\frac{H_{n-1}}{n^2\binom{n+j-2}{j-2}}\\
&=\frac{2}{(j-1)^2}+2\zeta^j(2)-2(j-1)S_{j-2}(1,2)\\
&=\frac{2}{(j-1)^2}+2\zeta^j(2)-2(j-1)\zeta^{j-1}(3)\\
&=2\zeta^j(2)-2(j-1)\zeta^j(3)
\end{align}
Third term is
\begin{align}
\sum_{0<n}\frac 1{n(n+1)^2\binom{n+j-1}{j-1}}&=\sum_{0<n}\frac 1{n\binom{n+j-1}{j-1}}-\sum_{0<n}\frac 1{(n+1)\binom{n+j-1}{j-1}}-\sum_{0<n}\frac 1{(n+1)^2\binom{n+j-1}{j-1}}\\
&=S_{j-1}(1)-(j-1)\left(\sum_{0<n}\frac 1{n^2\binom{n+j-2}{j-2}}+\sum_{0<n}\frac 1{n^3\binom{n+j-2}{j-2}}\right)+2\\
&=S_{j-1}(1)-(j-1)(S_{j-2}(2)+S_{j-2}(3))+2\\
&=\frac 1{j-1}-(j-1)(\zeta^{j-1}(2)+\zeta^{j-1}(1,2))+2\\
&=\frac 1{j-1}-(j-1)\left(\frac 1{(j-1)^2}+\left(1+\frac{1}{j-1}\right)\zeta^j(2)+\zeta^j(1,2)\right)+2\\
&=-j\zeta^j(2)-(j-1)\zeta^j(1,2)+2
\end{align}
Hence,
\begin{align}
F(j)&=\left(\zeta^j(1,2)+2\zeta^j(3)+\frac 1{j-1}\zeta^j(2)+\frac{2}{(j-1)^3}\right)+\left(2\zeta^j(2)-2(j-1)\zeta^j(3)\right)\\
&+\left(-j\zeta^j(2)-(j-1)\zeta^j(1,2)+2\right)\\
&=(2-j)\zeta^j(1,2)+2(2-j)\zeta^j(3)+\left(2+\frac{1}{j-1}-j\right)\zeta^j(2)+\frac 2{(j-1)^3}+2
\end{align}
Finally, we use
\begin{align}
\zeta^j(k)&=\zeta(k)-H_{j-1}(k)\\
\zeta^j(1,2)&=\sum_{0<n<m}\frac 1{nm^2}-\sum_{\substack{0<n<j\\n<m}}\frac 1{nm^2}\\
&=\zeta(1,2)-\sum_{0<n<j\leq m}\frac 1{nm^2}-\sum_{0<n<m<j}\frac 1{nm^2}\\
&=\zeta(3)-H_{j-1}\zeta^j(2)-H_{j-1}(1,2)\\
&=\zeta(3)-H_{j-1}(\zeta(2)-H_{j-1}(2))-H_{j-1}(1,2)
\end{align}
Hence,
\begin{align}
F(j)&=(2-j)(\zeta(3)-H_{j-1}(\zeta(2)-H_{j-1}(2))-H_{j-1}(1,2))\\
&+2(2-j)(\zeta(3)-H_{j-1}(3))+\left(2+\frac{1}{j-1}-j\right)(\zeta(2)-H_{j-1}(2))+\frac 2{(j-1)^3}+2\\
&=(2-j)(3\zeta(3)-2H_{j-1}(3))+\left(2+\frac{1}{j-1}-j-(2-j)H_{j-1}\right)(\zeta(2)-H_{j-1}(2))\\
&+\frac 2{(j-1)^3}+2-(2-j)H_{j-1}(1,2)\\
&=(2-j)(3\zeta(3)-2H_{j-1}(3))+\left(3-j+(j-2)H_{j-2}\right)(\zeta(2)-H_{j-1}(2))\\
&+\frac 2{(j-1)^3}+2+(j-2)H_{j-1}(1,2)\\
\end{align}