(With thanks to Dinoboy's link to the similar question For which $(n,m,l)$ does $L_n^2+L_m^2=L_l^2$ hold?.)
The only solutions $(n, k)$ (with $0 \leq k+1 \leq n/2$) are $(4, 0), (12, 3)$.
Step 1. $4 \mid n$.
Proof. Write $\zeta_n = e^{2\pi i / n}$. Using the double-angle formula $\sin^2 x = (1-\cos(2x))/2$ we obtain
$$2\cos\left(\frac{2\pi(k+1)}{n}\right)+\frac n2 \sin\left(\frac{2\pi}{n}\right)=2 \,.$$
We have that $2 \cos\left(\frac{2\pi(k+1)}{n}\right)$ and $2 \sin\left(\frac{2\pi}{n}\right)$ are algebraic integers, and $\sin\left(\frac{2\pi}{n}\right)$ is not when $n > 2$: indeed, its norm in $\mathbb Q(\zeta_n)/\mathbb Q$ has absolute value
$$0 < \prod_{(j, n) = 1} \frac{|\zeta_n^j - \zeta_n^{-j}|}{2} < 1 \, ,$$
so it cannot be an integer. Because $\frac n2 \sin\left(\frac{2\pi}{n}\right)$ must be an algebraic integer, we obtain that $4 \mid n$.
Step 2. Taking traces.
Using that $i = \zeta_4 = \zeta_n^{n/4}$, we obtain
$$(\zeta_n^{k+1} + \zeta_n^{-k-1}) - \frac{n}{4} (\zeta_n^{n/4 + 1} - \zeta_n^{n/4-1}) = 2 \,.$$
From Derivatives of the nth cyclotomic polynomial, we have $\operatorname{Tr}_{\mathbb Q(\zeta_m)/\mathbb Q}(\zeta_m) = \mu(m)$. Note also that $[\mathbb Q(\zeta_m) : \mathbb Q] = \varphi(m)$ and that $\mathbb Q(\zeta_m^\ell) = \mathbb Q(\zeta_{m / \gcd(m, \ell)})$. Thus for all $\ell \in \mathbb Z$,
$$\operatorname{Tr}_{\mathbb Q(\zeta_n)/\mathbb Q}(\zeta_n^\ell) = \frac{[\mathbb Q(\zeta_n) : \mathbb Q]}{[\mathbb Q(\zeta_{n / \gcd(n, \ell)}) : \mathbb Q]} \mu(n / \gcd(n, \ell)) = \varphi(n) \frac{\mu(n / \gcd(n, \ell))}{\varphi(n / \gcd(n, \ell))} \,.$$
Let $d=(n,k+1)$. Taking $\operatorname{Tr}_{\mathbb Q(\zeta_n)/\mathbb Q}$ and dividing by $\varphi(n)$, we obtain
$$\bbox[5px, border:2px solid black]{2\frac{\mu(n/d)}{\varphi(n/d)}-\frac n4 \frac{\mu(n/(n,\frac n4+1))}{\varphi((n/(n,\frac n4+1))}+ \frac n4 \frac{\mu(n/(n,\frac n 4-1))}{\varphi((n/(n,\frac n 4-1))}=2 \,.}$$
Step 4. $n = 4$ or $n = 4p$ with $p$ prime and $p \equiv 3 \pmod 4$, and $d = 4$.
Proof. We work with this last equation. Casework:
- If $8\mid n$, the last two terms in the LHS are $0$ due to $\mu$. So $\mu(n/d)=\varphi(n/d)=1$, so $d=n$ and $n\mid k+1$. The original equation becomes $n\sin(2\pi/n)=0$, impossible.
- If $n\equiv4\pmod{16}$, $(n,\frac n4+1)=2$ and $(n,\frac n4-1)=4$, and vice versa if $n\equiv12\pmod{16}$. Either way, $\varphi((n/(n,\frac n4+1))=\varphi((n/(n,\frac n4-1))$, the $\mu$'s have opposite sign and we get
$$\frac{\mu(n/d)}{\varphi(n/d)}\pm\,\frac n4\cdot\frac{\mu(n/4)}{\varphi(n/4)}=1.$$
where the sign is $+$ when $n \equiv 4 \pmod{16}$ and $-$ when $n \equiv 12 \pmod{16}$.
- If $\mu(n/d)=0$ then $n/4=\varphi(n/4)$, so $n=4$. Either by the geometric interpretation or from the starting equation we get $k=0$ or $k=3$. We may now assume $n \geq 12$.
- If $\mu(n/4)=0$ we have $\mu(n/d)=\varphi(n/d)=1$. So $n\mid k+1$, which is impossible (as before).
- If $\mu(n/d) \neq 0 \neq \mu(n/4)$ then from $4 \mid n$, we have $2\mid d$. We have that $n/d$ and $n/4$ are square-free, and $\varphi(n/d) \mid \varphi(n/2) = \varphi(n/4)$. For the $2$-adic valuation of the LHS to be $0$, the denominators in the LHS must have the same number of factors $2$. This can only happen if $d \mid 4$. I.e. $d=2$ or $d=4$. The equation becomes
$$ \mu(n/d) \pm \frac n 4 \mu(n/4) = \varphi(n/4) \, . $$
If $n/4$ has more than one prime divisor, $\frac n4 \geq \varphi(n/4) + 2$ and there are no solutions. Let $n=4p$, $p \geq 3$ prime. We have
$$ \mu(4p/d) \mp \, p = p-1 \, . $$
The sign must be $+$, so that $n\equiv12\pmod{16}$, hence $p \equiv 3 \pmod 4$. We also see that $\mu(4p/d) = -1$, so that $d = 4$.
Step 5. $n = 4$ or $n = 12$.
Proof. We have
$$ \zeta_{4p}^{k+1} + \zeta_{4p}^{-k-1} - p \zeta_{4p}^{p+1} + p \zeta_{4p}^{p-1} = 2 \, .$$
Write $k+1 = 4\ell$ and use that $\zeta_{2p} = - \zeta_p^{(p+1)/2}$:
$$ \zeta_p^\ell + \zeta_p^{- \ell} - p \zeta_p^{(p+1)/4} - p \zeta_p^{(p^2-1)/4} - 2 = 0 \, . $$
Because $[\mathbb Q(\zeta_p) : \mathbb Q] = p-1$, the $\zeta_p^{j}$ for $1 \leq j < p-1$ are linearly independent over $\mathbb Q$. That is, the only linear relation between the $(\zeta_p^j)_{0 \leq j \leq p-1}$ is that their sum is $0$. When $p = 3$ and $\ell = 1$, the above equality is exactly that linear relation. If $p > 5$, the coefficients of all $\zeta_p^j$ in the above equality must be $0$. But because $\ell \neq 0$, there is only one term involving $\zeta_p^0$, so there are no solutions. When $p = 5$, it must be that all five terms are of the form $c \zeta_p^{j}$ for a fixed $c \in \mathbb Q$, but that is not the case.