We proved here that
$$\small{\sum_{n=1}^\infty x^nH_n^3=\frac1{1-x}\left(\frac32\ln x\ln^2(1-x)-3\zeta(2)\ln(1-x)-\ln^3(1-x)+\operatorname{Li}_3(x)+3\operatorname{Li}_3(1-x)-3\zeta(3)\right)}$$
Replace $x$ with $-x$ then integrate from $x=0$ to $1$, we get
\begin{align}
S&=\sum_{n=1}^\infty(-1)^n\frac{H_n^3}{n+1}\\
&=\frac32\int_0^1\frac{\ln (-x)\ln^2(1+x)}{1+x}\ dx-3\zeta(2)\int_0^1\frac{\ln(1+x)}{1+x}\ dx-\int_0^1\frac{\ln^3(1+x)}{1+x}\ dx\\
&\quad+\int_0^1\frac{\operatorname{Li}_3(-x)}{1+x}\ dx+3\int_0^1\frac{\operatorname{Li}_3(1+x)}{1+x}\ dx-3\zeta(3)\int_0^1\frac{1}{1+x}\ dx.
\end{align}
For the first integral, apply IBP twice using $\int \ln(-x)/(1+x)dx=-\text{Li}_2(1+x)$,
\begin{align}
\int_0^1\frac{\ln (-x)\ln^2(1+x)}{1+x}\ dx&=-\text{Li}_2(2)\ln^2(2)+2\int_0^1 \frac{\text{Li}_2(1+x)\ln(1+x)}{1+x}dx\\
&=-\text{Li}_2(2)\ln^2(2)+2\text{Li}_3(2)\ln(2)-2\int_0^1\frac{\text{Li}_3(1+x)}{1+x}dx.
\end{align}
As for the fourth integral:
\begin{align}
\int_0^1\frac{\operatorname{Li}_3(-x)}{1+x}\ dx&\overset{IBP}{=}\ln(2)\operatorname{Li}_3(-1)-\int_0^1\frac{\ln(1+x)\operatorname{Li}_2(-x)}{x}\ dx\\
&=-\frac34\ln(2)\zeta(3)+\frac12\left.\operatorname{Li}_2^2(-x)\right|_0^1=-\frac34\ln(2)\zeta(3)+\frac5{16}\zeta(4)
\end{align}
Plug these integrals back,
$$S=3\ln(2)\text{Li}_3(2)-\frac32\text{Li}_2(2)\ln^2(2)+\frac{5}{16}\zeta(4)-\frac{15}{4}\ln(2)\zeta(3)-\frac32\ln^2(2)\zeta(2)-\frac14\ln^4(2).$$
Setting $x=1/2$ in
\begin{gather}
\operatorname{Li}_{2a}(x)+\operatorname{Li}_{2a}\left(\frac1x\right)=\frac{i\pi\ln^{2a-1}(x)}{(2a-1)!}+2\sum_{k=0}^a \frac{\zeta(2a-2k)}{(2k)!}\ln^{2k}(x),\quad x\le 1\\
\operatorname{Li}_{2a+1}(x)-\operatorname{Li}_{2a+1}\left(\frac1x\right)=\frac{i\pi\ln^{2a}(x)}{(2a)!}+2\sum_{k=0}^a \frac{\zeta(2a-2k)}{(2k+1)!}\ln^{2k+1}(x).\quad x\le 1
\end{gather}
we have
\begin{gather}
\operatorname{Li}_2(2)=\frac32\zeta(2)-\pi\ln(2)i\,;\\
\operatorname{Li}_3(2)=\frac{7}{8}\zeta(3)+\frac32\ln(2)\zeta(2)-\frac{\pi}{2}\ln^2(2)i\,
\end{gather}
where we used
$$\operatorname{Li}_2\left(\frac12\right)=\frac12\zeta(2)-\frac12\ln^2(2);$$
$$\operatorname{Li}_3\left(\frac12\right)=\frac78\zeta(3)-\frac12\ln(2)\zeta(2)+\frac16\ln^3(2)$$
and so
$$\sum_{n=1}^\infty(-1)^n\frac{H_n^3}{n+1}=\frac5{16}\zeta(4)-\frac98\ln2\zeta(3)+\frac34\ln^22\zeta(2)-\frac14\ln^42\approx -0.0641$$
Addendum: A different way to show that
$$I=\int_0^1\frac{\ln(-x)\ln^2(1+x)+2\,\text{Li}_3(1+x)}{1+x}dx=\frac32\ln^2(2)\zeta(2)+\frac74\ln(2)\zeta(3)$$
without using the values of $\text{Li}_2(2)$ and $\text{Li}_3(2)$ is to consider
$$\ln(-x)\ln^2(1+x)+2\,\text{Li}_3(1+x)=\int_{-x}^1\left(2\frac{\zeta(2)-\text{Li}_2(y)}{1-y}-\frac{\ln^2(1-y)}{y}\right)dy=\int_{-x}^1 f(y)dy,$$ we have
$$I=\int_0^1 \int_{-x}^1 \frac{f(y)}{1+x}dydx.$$
Changing the order of integration as
$$\int_0^1 \int_{-x}^1 f(x,y) dydx=\int_0^1 \int_0^1 f(x,y) dxdy+\int_{-1}^0 \int_{-y}^1 f(x,y) dxdy$$
we have
$$I=I_1+I_2$$
where $$I_1=\int_0^1 f(y)\left(\int_0^1\frac{dx}{1+x}\right)dy=\ln(2)\int_0^1 f(y)dy\overset{IBP}{=}2\ln(2)\zeta(3)$$
and
$$I_2=\int_{-1}^0 f(y)\left(\int_{-y}^1\frac{dx}{1+x}\right)dy=\int_{-1}^0 f(y)\left(\ln(2)-\ln(1-y)\right)dy$$
$$=\ln(2)\int_{-1}^0 f(y)dy-\int_{-1}^0 f(y)\ln(1-y)dy$$
$$\overset{y=-x}=\ln(2)\int_0^{1} f(-x)dx-\int_0^{1} f(-x)\ln(1+x)dx$$
By integration by parts, we have
$$\int_0^{1} f(-x)dx=3\ln(2)\zeta(2)-2\int_0^1\frac{\ln^2(1+x)}{x}dx+\int_0^1\frac{\ln^2(1+x)}{x}dx$$
$$=3\ln(2)\zeta(2)-\frac14\zeta(3)$$
where we use $\int_0^1\frac{\ln^2(1+x)}{x}dx=\frac14\zeta(3)$
and
$$\int_0^{1} f(-x)\ln(1+x)dx=\frac32\ln^2(2)\zeta(2)-\int_0^1\frac{\ln^3(1+x)}{x}dx+\int_0^1\frac{\ln^3(1+x)}{x}dx$$
$$=\frac32\ln^2(2)\zeta(2)$$
$$\Longrightarrow I_2=\frac32\ln^2(2)\zeta(2)-\frac14\ln(2)\zeta(3)$$
$$\Longrightarrow I=\frac32\ln^2(2)\zeta(2)+\frac74\ln(2)\zeta(3)$$