Being: $$R(k)=\left(-\frac{K(k)^2}{k}+K(k)E(k)\left(\frac{1}{k}-\frac{k}{2(k^2-1)}\right)\right)$$
We have these evaluations:
$$\int_{0}^{1/\sqrt{2}}R(k)dk=\frac{3\Gamma{(1/4)}^4}{128\pi}-\frac{\pi^2}{8},\tag{1}$$
$$\int_{0}^{2^{5/4}(\sqrt{2}-1)}R(k)dk=\frac{3\Gamma{(1/4)}^4}{64\pi}-\frac{\pi^2}{8},\tag{2}$$
$$\int_{0}^{\sqrt{2}-1}R(k)dk=\frac{\Gamma(1/8)^2\Gamma(3/8)^2\left(\frac{3\sqrt{2}}{512}+\frac{1}{256} \right)}{\pi}-\frac{\pi^2}{8},\tag{3}$$ $$\int_{0}^{\sqrt{2\sqrt{2}-2}}R(k)dk=\frac{\Gamma(1/8)^2\Gamma(3/8)^2}{64\pi}-\frac{\pi^2}{8}.\tag{4}$$ Where $K(k)$ and $E(k)$ are the complete elliptic integrals of the first and second kind respectively. Are particular cases of: $$\int_{0}^{l}R(k)dk=\frac{K(l)^2(2-l^2)}{4}-\frac{\pi^2}{8},\tag{5}$$ and: $$\int_{0}^{\frac{2\sqrt{l}}{1+l}}R(k)dk=\frac{K(l)^2(1+l^2)}{2}-\frac{\pi^2}{8}.\tag{6}$$ Questions: Are these integrals known? Can we improve this result with Clausen's transformation and derive some series?
After some work something has come. The answer to the question is yes, but the sums are not obvius and with not beatiful forms. We have: $$\frac{8K(k)E(k)}{\pi^2}=\frac{2-k^2}{\sqrt{1-k^2}}\sum_{n=0}^{\infty}\frac{(2n+1)(2n)!^3}{2^{8n}n!^6}{\left(\frac{k^4}{ k^2-1}\right)}^n,\tag{1}$$ with $-\frac{1}{\sqrt{2}}\leq k\leq\frac{1}{\sqrt{2}}.$ Where: $$K(k)=\int_{0}^{\pi/2}\frac{dx}{\sqrt{1-k^2\sin^2{(x)}}},\tag{2}$$ and $$E(k)=\int_{0}^{\pi/2}\sqrt{1-k^2\sin^2{(x)}}dx,\tag{3}$$ are the complete elliptic of the first and second kind respectively.
As suggested by Bob Dobbs and Paramanand Singh we provide a proof of $(1)$.
Since we have: $$K(k)(1-k^2)=E(k)-K'(k)(k-k^3),\tag{4}$$ where $K'(k)$ here is the derivative of $K(k)$. Multiplying both sides by $K(k)$: $$K^2(k)(1-k^2)+K(k)K'(k)(k-k^3)=K(k)E(k),\tag{5}$$ We recognize $K(k)K'(k)$ as $\left(\frac{K^2(k)}{2}\right)'$. Then: $$K^2(k)(1-k^2)+\left(\frac{K^2(k)}{2}\right)'(k-k^3)=K(k)E(k).\tag{6}$$ Now we invoke Landen's transformation: $$K(k)(1+k)=K(\frac{2\sqrt{k}}{1+k}),\tag{7}$$ and Clausen's formula (1828) (https://arxiv.org/pdf/1302.5984.pdf) formula as in the version of linked papers. $$_3F_2(1/2,1/2,1/2;1,1;4k^2(1-k^2))=\frac{4K^2(k)}{\pi^2}.\tag{8}$$ Some calculus shows that the combination of both gives: $$\frac{4K^{2}(k)}{\pi^2}=\frac{1}{\sqrt{1-k^2}}\sum_{n=0}^{\infty}\frac{(2n)!^3}{2^{8n}n!^6}\left(\frac{k^4}{k^2-1} \right)^{n},\tag{9}$$ with $|k|\leq \frac{1}{\sqrt{2}}$. Finally, derivation of $(9)$ and $(8)$ applied to $(6)$ gives: $$\frac{8K(k)E(k)}{\pi^2}=\frac{2-k^2}{\sqrt{1-k^2}}\sum_{n=0}^{\infty}\frac{(2n+1)(2n)!^3}{2^{8n}n!^6}{\left(\frac{k^4}{ k^2-1}\right)}^n.$$
With $(1)$ and $(9)$ we can now rewrite the $R(k)$ in the question in terms of an $_3F_2$ function and perform integration term by term. The first case in question is $\int_{0}^{k_{1}}R(k)dk$, where $k_{1}=\frac{1}{\sqrt{2}}$ which maybe can be interesting for first instance but the resulting sum involves also Beta functions in the general terms.
Note : Putting $k_{1}=\frac{1}{\sqrt{2}}$ in $(9)$ and $(1)$ we get: $$\frac{4K^2(k_{1})}{\sqrt{2}\pi^2}=\sum_{n=0}^{\infty}\frac{(-1)^n(2n)!^3}{2^{9n}n!^6}=\frac{\Gamma{(1/4)}^4}{4\sqrt{2}\pi^3},\tag{10}$$ and $$\frac{8\sqrt{2}E(k_{1})K(k_{1})}{3\pi^2}\\=\sum_{n=0}^{\infty}\frac{(-1)^n(2n)!^3(2n+1)}{2^{9n}n!^6}=\frac{2\sqrt{2}}{3\pi}+\frac{\Gamma(\frac{1}{4})^4}{6\sqrt{2}\pi^3},\tag{11}$$ and we deduce: $$-\frac{8K^2(k_{1})}{\sqrt{2}\pi^2}+\frac{8\sqrt{2}E(k_{1})K(k_{1})}{\pi^2}\\=\sum_{n=0}^{\infty}\frac{(-1)^n(6n+1)(2n)!^3}{2^{9n}n!^6}=\frac{2\sqrt{2}}{\pi}.\tag{12}$$
Whis is one of famous Ramanujan's like series for $1/\pi$. And playing with some more singular moduli also others can be obtained.