Okay, have you drawn the graph?
First draw a 2 dimensional graph and draw vertical lines at x= -2, x= 2.
Now y is between y=-\sqrt{4-x^2} and y= /sqrt{4-x^2} which you should recognise immediately as both giving y^2= 4- x^2 or x^2+y^2= 4, the circle centered at (0,0) with radius 2 (and so fitting nicely between x= -2 and x= 2).
The innermost integral has z between z= x^2+ y^2 and z= 4, a paraboloid and a horizontal plane.
Since everything is circularly symmetric, obviously \theta runs from 0 to 2\pi.
The paraboid z= x^2+y^2 is tangent to the xy-plane at (0,0) so \phi starts at \frac{\pi}{2}.
The hard part (are you really required to do this in spherical coordinates? Cylindrical coordinates would be much easier.) is determining what \phi is when we change from the paraboloid to the plane. z= x^2+ y^2 to z= 4 when, of course, x^2+ y^2= 4. Looking along the x-axis (which we can do because of the symmetry), when z= 4 and x= 2. The line through (0,0,0) to (2, 0, 4) has slope 4/2= 2 so cot(φ)= 2 (remember that φ is measured from the z-axis).\
That means we need to break the integral into 2 parts, one with φ ranging from 0 to arccot(2), the other from arccot(2) to \frac{\pi}{2}. Now we need to calculate ρ for each of those. For the first integral, ρ is measured along the line from (0,0,0) to the plane z= 4 along the line with slope cot(φ). Use cos(φ)= cos(arccot(2))= 4/ρ so that \rho= 2\sqrt{5}.
Doing the same for the paraboloid, φ from arccot(2) to \frac{\pi}{2} is going to be harder.