Here is my solution. There is no such $n$.
If $n$ is odd, then, then $5n+2 \equiv 7 \pmod {10}$. Else, $5n+2 \equiv 2\pmod {10}$.
But, the quadratic residues of $10$ are only $0,1,4,9,6,5$. Therefore, the expression is never a perfect square.
Is it correct?
Note that if $k$ is a perfect square then $k\equiv0,1,4\pmod5$:
$\forall{n\in\mathbb{N}}:5n+2\equiv2\pmod5\implies5n+2\text{ is never a perfect square}$