I'm picturing a circle with a vertical line one left side, just touching the circle. If so, I don't think your integral is correct. I don't know what your Z stands for, but I believe you must integrate around the circle (zero to 2 pi) because the linear mass density is m/(2πR) per unit distance all the way round, whereas integrating linearly the mass density is much higher as you approach the sides of the circle. I get a much larger answer than you have. My intuition is telling me the answer should be larger than mR² because a good part of the mass is distance 2R away from the axis. My answer agrees; yours does not.