It appears by numerical evaluation that:
$$\int_0^\infty \exp \left(-x^2 \left( 1-\frac{4}{x^2-2}\right)^2 \right) dx=\int_0^\infty \exp (-x^2) dx=\frac{\sqrt{\pi}}{2}$$
The plot of the difference between functions on the RHS and the LHS can be seen below:
It's easy to see that $x=2$ is the positive solution to $\left( 1-\frac{4}{x^2-2}\right)^2=1$.
I don't know how to solve the first integral, but maybe we can prove the equality by some indirect means?
If any substitution is possible, I don't know what that is. I've tried several, but they just lead to more complicated expressions.
Also, I would like to know if this integral has a closed form (at least in terms of known special functions):
$$\int_0^2 \left( \exp (-x^2)- \exp \left(-x^2 \left( 1-\frac{4}{x^2-2}\right)^2 \right) \right)dx$$
Edit
What if we just prove by some substitution that:
$$\int_0^2 \left( e^{-x^2}- \exp \left(-x^2 \left( 1-\frac{4}{x^2-2}\right)^2 \right) \right)dx= \\ =\int_2^\infty \left( \exp \left(-u^2 \left( 1-\frac{4}{u^2-2}\right)^2 \right)-e^{-u^2} \right)du$$