Integration involving product of Bessel K's, polynomial and exponential

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This is an integral which I want to solve but could not manage to find any analytical solution in the tables.

$$\int_0^{\infty} x^{\lambda} e^{-x^2} K_\mu(a x)K_\nu(b x)dx$$

If there is any way to perform the integral, please let me know.

I arrived at the integral while trying to evaluate an apparently more complicated integral involving the Whittaker functions

$$\int_0^{\infty} x^{\gamma} W_{\mu,\alpha}(x)W_{\mu,\beta}(x) dx $$

and then using the integral representation of Whittaker W. Any known formula to help on this Whittaker integral bypassing the BesselK integral stated above?