As a review, there are several other ways to find the given volume. From Calc I, recall "Volumes By Slicing."
If we use slices perpendicular to the $xy$-plane, and parallel to the $x$-axis, we find an arbitrary slice is a right-isosceles triangle, whose legs are $x$ in length. And so the volume of such a slice is:
$$dV=\frac{1}{2}x^2\,dy=\frac{1}{2}(4-y^2)^2\,dy=\frac{1}{2}(16-8y^2+y^4)\,dy$$
Summing the slices via integration (and using the even-function rule), we find:
$$V=\int_0^2 16-8y^2+y^4\,dy=\left[16y-\frac{8}{3}y^3+\frac{1}{5}y^5\right]_0^2=\frac{1}{15}\left(240(2)-40(8)+3(32)\right)=\frac{256}{15}$$
If we use slices perpendicular to the $xy$-plane, and parallel to the $y$-axis, we find an arbitrary slice is a rectangle, whose base is $2y$ and whose height is $x$. And so the volume of such a slice is:
$$dV=2xy\,dx=2x\sqrt{4-x}\,dx$$
Summing the slices via integration, we find:
$$V=2\int_0^4 x\sqrt{4-x}\,dx$$
Use the substitution:
$$u=4-x\implies du=-dx$$
$$V=2\int_0^4 (4-u)u^{\frac{1}{2}}\,du=2\int_0^4 4u^{\frac{1}{2}}-u^{\frac{3}{2}}\,du=2\left[\frac{8}{3}u^{\frac{3}{2}}-\frac{2}{5}u^{\frac{5}{2}}\right]_0^4=\frac{2}{15}\left(40(8)-6(32)\right)=\frac{256}{15}$$
If we use slices that are parallel to the $xy$-plane, then we find these slices are parabolic segments. So, we need to find the area of such a segment:
$$A=2\int_0^{\sqrt{h}} h-x^2\,dx=2\left[hx-\frac{1}{3}x^3\right]_0^{\sqrt{h}}=\frac{4}{3}h^{\frac{3}{2}}$$
Thus, the volume of an arbitrary slice is:
$$dV=\frac{4}{3}(4-z)^{\frac{3}{2}}\,dz$$
Summing the slices via integration, we find:
$$V=\frac{4}{3}\int_0^4 (4-z)^{\frac{3}{2}}\,dz$$
Let:
$$u=4-z\implies du=-dz$$
$$V=\frac{4}{3}\int_0^4 u^{\frac{3}{2}}\,du=\frac{8}{15}\left[u^{\frac{5}{2}}\right]_0^4=\frac{256}{15}$$
Double integral - vertical slices:
$$V=2\int_0^4 x\int_0^{\sqrt{4-x}} \,dy\,dx=2\int_0^4 x\sqrt{4-x}\,dx=\frac{256}{15}$$
Double integral - horizontal slices:
$$V=2\int_0^2\int_0^{4-y^2} x\,dx\,dy=\int_0^2 (4-y^2)^2\,dy=\frac{256}{15}$$