Let $I$ denote our integral. On applying integration by parts we obtain
$$
I=\theta^2 \log \tan \frac{\theta}{2}-2\int_0^{\theta}x \log \tan \frac{x}{2}\; dx
$$
Now, we invoke the Fourier series of $\log \tan \frac{x}{2}$:
$$\log \tan \frac{x}{2}=-2 \sum_{n=1}^\infty \frac{\cos(2n-1)x}{2n-1}$$
It follows that
$$
\begin{align*}
I &= \theta^2 \log \tan \frac{\theta}{2}+4\sum_{n=1}^\infty \frac{1}{2n-1}\int_0^{\theta}x \cos(2n-1)x \; dx \\
&= \theta^2 \log \tan \frac{\theta}{2}+4\sum_{n=1}^\infty \frac{1}{2n-1}\left\{\theta \frac{\sin(2n-1)\theta}{2n-1}-\frac{1}{2n-1}\int_0^\theta \sin(2n-1)x dx\right\} \\
&= \theta^2 \log \tan \frac{\theta}{2}+4\sum_{n=1}^\infty \frac{1}{2n-1}\left\{\theta \frac{\sin(2n-1)\theta}{2n-1}+\frac{\cos(2n-1)\theta -1}{(2n-1)^2}\right\} \\
&= \theta^2 \log \tan \frac{\theta}{2} -\frac{7}{2}\zeta(3) +4\theta \sum_{n=1}^\infty \frac{\sin(2n-1)\theta}{(2n-1)^2}+4\sum_{n=1}^\infty \frac{\cos (2n-1)\theta}{(2n-1)^3} \\
&= \theta^2 \log \tan \frac{\theta}{2} -\frac{7}{2}\zeta(3)+4\theta \text{Cl}_2(\theta)-\theta \text{Cl}_2(2\theta)+4\text{Cl}_3(\theta)-\frac{1}{2}\text{Cl}_3(2\theta)
\end{align*}
$$
In the last step, I used
$$
\begin{align*}\sum_{n=1}^\infty \frac{\cos(2n-1)\theta}{(2n-1)^3} &=\text{Cl}_3(\theta)-\frac{1}{8}\text{Cl}_3(2\theta) \\
\sum_{n=1}^\infty \frac{\sin(2n-1)\theta}{(2n-1)^2}&=\text{Cl}_2(\theta)-\frac{1}{4}\text{Cl}_2(2\theta)
\end{align*}
$$